+218.5%
SIMO vs ALM
+830.0%
-611.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.2% | +5.5% | -0.8% |
| 7D | -16.0% | -6.3% | -9.7% | -15.2% |
| 30D | -35.8% | -31.4% | -4.3% | -32.5% |
| 3M | -26.5% | -40.6% | +14.1% | -21.6% |
| 6M | -33.0% | -58.6% | +25.6% | -26.7% |
| YTD | +84.3% | -7.6% | +91.9% | +89.1% |
| 1Y | +82.0% | +13.8% | +68.1% | +83.3% |
| 3Y | +218.5% | +842.1% | -623.6% | +180.3% |
| All | +218.5% | +830.0% | -611.5% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling