+2,502.3%
SIMO vs ALLE
+260.9%
+2,241.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.3% |
| 7D | +4.2% | -0.2% | +4.5% | +4.4% |
| 30D | +4.1% | -6.8% | +10.9% | +6.7% |
| 3M | -12.9% | +21.0% | -33.9% | -19.3% |
| 6M | +110.3% | +1.1% | +109.2% | +107.0% |
| YTD | +178.6% | -0.5% | +179.1% | +174.4% |
| 1Y | +220.0% | -7.3% | +227.2% | +223.9% |
| 3Y | +409.0% | +42.3% | +366.8% | +330.8% |
| 5Y | +277.3% | +13.5% | +263.9% | +241.3% |
| 10Y | +506.6% | +144.0% | +362.6% | +274.8% |
| All | +2,502.3% | +260.9% | +2,241.4% | +1,292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling