+34.3%
FANG vs SIMO
+94.5%
-60.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.6% | +4.7% | -4.9% |
| 7D | -11.3% | -16.9% | +5.6% | -11.3% |
| 30D | -0.7% | -35.4% | +34.7% | -0.7% |
| 3M | -4.2% | -31.9% | +27.7% | -4.2% |
| 6M | -13.5% | -19.3% | +5.8% | -13.2% |
| YTD | +23.7% | +98.5% | -74.7% | +29.4% |
| 1Y | +34.3% | +100.5% | -66.2% | +41.2% |
| All | +34.3% | +94.5% | -60.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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