+85.2%
SIMO vs ALM
+21.0%
+64.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +3.7% |
| 7D | -8.2% | +0.7% | -8.9% | -8.1% |
| 30D | -34.6% | -26.1% | -8.5% | -29.8% |
| 3M | -32.6% | -38.1% | +5.5% | -25.5% |
| 6M | -31.8% | -55.4% | +23.6% | -22.5% |
| YTD | +87.6% | -0.4% | +88.0% | +100.3% |
| All | +85.2% | +21.0% | +64.2% | +92.1% |
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