+1,487.2%
SIMO vs ALLE
+331.3%
+1,155.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.5% | -13.5% |
| 7D | -31.4% | 0.0% | -31.4% | -31.4% |
| 30D | -45.2% | +20.6% | -65.7% | -49.0% |
| 3M | -36.5% | +11.4% | -47.9% | -39.3% |
| 6M | -34.2% | +42.5% | -76.7% | -43.0% |
| YTD | +69.9% | +18.9% | +51.0% | +56.1% |
| 1Y | +60.4% | +14.2% | +46.2% | +49.6% |
| 3Y | +203.1% | +90.7% | +112.4% | +129.1% |
| 5Y | +145.4% | +52.5% | +93.0% | +97.1% |
| 10Y | +368.9% | +231.2% | +137.7% | +156.0% |
| All | +1,487.2% | +331.3% | +1,155.9% | +692.1% |
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