+156.7%
SIMO vs ALM
+396.4%
-239.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.9% |
| 7D | -22.0% | -6.7% | -15.3% | -21.4% |
| 30D | -43.0% | -32.9% | -10.2% | -40.8% |
| 3M | -39.1% | -39.5% | +0.4% | -36.2% |
| 6M | -33.3% | -62.0% | +28.7% | -28.4% |
| YTD | +77.0% | -7.8% | +84.8% | +80.9% |
| 1Y | +73.0% | +26.7% | +46.3% | +73.9% |
| 3Y | +215.7% | +825.4% | -609.6% | +194.4% |
| All | +156.7% | +396.4% | -239.7% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling