+181.9%
FANG vs SIMO
+605.2%
-423.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.5% | -1.5% |
| 7D | +2.9% | +11.0% | -8.1% | +0.8% |
| 30D | +2.6% | +17.9% | -15.3% | -1.0% |
| 3M | +7.6% | +3.9% | +3.7% | +4.1% |
| 6M | +17.3% | +131.0% | -113.7% | -7.8% |
| YTD | +38.7% | +209.3% | -170.6% | -0.2% |
| 1Y | +51.6% | +223.8% | -172.1% | +6.9% |
| 3Y | +50.0% | +479.2% | -429.3% | -13.0% |
| 5Y | +237.6% | +316.0% | -78.5% | +101.0% |
| All | +181.9% | +605.2% | -423.3% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling