+238.2%
FANG vs SIMO
+287.2%
-48.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.8% | +1.7% |
| 7D | +1.2% | +12.5% | -11.3% | +0.1% |
| 30D | +2.4% | +18.4% | -16.0% | +0.7% |
| 3M | +5.1% | +5.6% | -0.5% | +3.3% |
| 6M | +16.4% | +116.9% | -100.5% | +4.6% |
| YTD | +39.0% | +188.4% | -149.4% | +19.1% |
| 1Y | +50.6% | +221.3% | -170.6% | +26.3% |
| 3Y | +46.9% | +438.6% | -391.6% | +11.8% |
| 5Y | +238.2% | +287.9% | -49.7% | +163.3% |
| All | +238.2% | +287.2% | -48.9% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling