+99.0%
SIMO vs ALM
+19.0%
+80.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | -7.5% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | -24.0% | -19.3% | -4.6% | -20.1% |
| 3M | -31.8% | -40.6% | +8.9% | -23.9% |
| 6M | -36.9% | -57.9% | +21.0% | -27.3% |
| YTD | +84.8% | -6.7% | +91.5% | +102.9% |
| 1Y | +99.0% | +20.2% | +78.8% | +112.4% |
| All | +99.0% | +19.0% | +80.0% | +112.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling