+434.6%
SIMO vs ALLY
+182.4%
+252.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +8.2% |
| 7D | +0.9% | -2.8% | +3.7% | +1.8% |
| 30D | -25.4% | +1.9% | -27.3% | -25.9% |
| 3M | -17.8% | -12.1% | -5.6% | -14.9% |
| 6M | -29.6% | -9.0% | -20.6% | -28.0% |
| YTD | +100.3% | -12.9% | +113.2% | +106.0% |
| 1Y | +100.4% | -0.1% | +100.5% | +97.5% |
| 3Y | +246.1% | +64.6% | +181.5% | +191.9% |
| 5Y | +189.8% | -10.1% | +199.9% | +180.6% |
| 10Y | +434.6% | +176.7% | +257.9% | +276.5% |
| All | +434.6% | +182.4% | +252.2% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling