+408.0%
SIMO vs ALLY
+201.0%
+207.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.7% | +5.4% |
| 7D | -8.5% | -0.2% | -8.2% | -8.5% |
| 30D | -34.8% | +3.4% | -38.3% | -35.6% |
| 3M | -32.8% | -11.1% | -21.8% | -30.7% |
| 6M | -32.0% | -11.5% | -20.5% | -30.1% |
| YTD | +87.0% | -12.3% | +99.4% | +91.9% |
| 1Y | +86.1% | +1.1% | +85.0% | +82.7% |
| 3Y | +226.4% | +64.8% | +161.6% | +175.2% |
| 5Y | +172.1% | -6.9% | +179.0% | +160.7% |
| 10Y | +408.0% | +194.9% | +213.1% | +268.8% |
| All | +408.0% | +201.0% | +207.0% | +268.8% |
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