+73.0%
SIMO vs ALLY
-1.7%
+74.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.2% |
| 7D | -22.0% | +0.9% | -22.9% | -22.0% |
| 30D | -43.0% | +3.1% | -46.1% | -43.1% |
| 3M | -39.1% | -12.6% | -26.6% | -38.1% |
| 6M | -33.3% | -12.4% | -20.8% | -32.0% |
| YTD | +77.0% | -13.2% | +90.1% | +79.5% |
| 1Y | +73.0% | +1.8% | +71.2% | +56.7% |
| All | +73.0% | -1.7% | +74.7% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling