+415.5%
SIMO vs ALLE
+42.6%
+372.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.5% |
| 7D | +4.2% | -0.2% | +4.5% | +4.3% |
| 30D | +4.1% | -6.8% | +10.9% | +5.6% |
| 3M | -12.9% | +21.0% | -33.9% | -17.5% |
| 6M | +110.3% | +1.1% | +109.2% | +110.0% |
| YTD | +178.6% | -0.5% | +179.1% | +178.3% |
| 1Y | +220.0% | -7.3% | +227.2% | +229.5% |
| All | +415.5% | +42.6% | +372.9% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling