+384.8%
SIMO vs ALLY
+189.4%
+195.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.6% |
| 7D | -22.0% | +0.9% | -22.9% | -22.4% |
| 30D | -43.0% | +3.1% | -46.1% | -43.7% |
| 3M | -39.1% | -12.6% | -26.6% | -36.9% |
| 6M | -33.3% | -12.4% | -20.8% | -31.1% |
| YTD | +77.0% | -13.2% | +90.1% | +82.0% |
| 1Y | +73.0% | +1.8% | +71.2% | +69.4% |
| 3Y | +215.7% | +58.0% | +157.8% | +169.3% |
| 5Y | +155.6% | -8.4% | +164.1% | +146.1% |
| All | +384.8% | +189.4% | +195.4% | +248.8% |
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