+515.5%
SIMO vs ALLY
+191.1%
+324.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | +3.7% | +0.6% | +3.1% |
| 30D | +4.1% | -2.3% | +6.3% | +4.8% |
| 3M | -12.9% | +3.8% | -16.7% | -13.9% |
| 6M | +110.3% | +9.7% | +100.6% | +103.0% |
| YTD | +178.6% | -1.4% | +180.0% | +177.2% |
| 1Y | +220.0% | +8.2% | +211.8% | +209.0% |
| 3Y | +409.0% | +66.5% | +342.6% | +326.8% |
| 5Y | +277.3% | +1.2% | +276.1% | +252.8% |
| All | +515.5% | +191.1% | +324.3% | +330.1% |
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