+270.1%
SIMO vs ALM
+951.0%
-680.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +8.8% |
| 7D | +4.2% | -2.6% | +6.8% | +4.4% |
| 30D | +4.1% | +32.0% | -27.9% | +1.7% |
| 3M | -12.9% | -15.0% | +2.2% | -12.8% |
| 6M | +110.3% | -10.1% | +120.5% | +108.7% |
| YTD | +178.6% | +99.4% | +79.1% | +166.0% |
| 1Y | +220.0% | +316.4% | -96.4% | +193.1% |
| 3Y | +409.0% | +2,022.0% | -1,612.9% | +344.9% |
| All | +270.1% | +951.0% | -680.9% | +230.2% |
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