+409.6%
SIMO vs ALM
+2,221.4%
-1,811.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +5.2% |
| 7D | -8.2% | +0.7% | -8.9% | -8.2% |
| 30D | -34.6% | -26.1% | -8.5% | -33.5% |
| 3M | -32.6% | -38.1% | +5.5% | -31.0% |
| 6M | -31.8% | -55.4% | +23.6% | -29.4% |
| YTD | +87.6% | -0.4% | +88.0% | +89.1% |
| 1Y | +86.7% | +25.4% | +61.3% | +86.8% |
| 3Y | +227.4% | +907.8% | -680.3% | +211.8% |
| 5Y | +173.0% | +440.2% | -267.2% | +160.9% |
| 10Y | +409.6% | +2,031.1% | -1,621.5% | +363.8% |
| All | +409.6% | +2,221.4% | -1,811.8% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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