+145.4%
SIMO vs ALLY
-7.4%
+152.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.3% | -13.0% | -14.0% |
| 7D | -31.4% | -1.1% | -30.2% | -31.2% |
| 30D | -45.2% | +4.2% | -49.3% | -45.9% |
| 3M | -36.5% | -12.4% | -24.1% | -34.2% |
| 6M | -34.2% | -8.7% | -25.5% | -32.9% |
| YTD | +69.9% | -11.6% | +81.6% | +74.0% |
| 1Y | +60.4% | +0.2% | +60.3% | +57.7% |
| 3Y | +203.1% | +57.1% | +146.0% | +161.8% |
| 5Y | +145.4% | -6.8% | +152.3% | +153.0% |
| All | +145.4% | -7.4% | +152.9% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling