+1,400.5%
FANG vs SIMO
+2,637.6%
-1,237.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -1.0% |
| 7D | -1.7% | +14.6% | -16.3% | -4.4% |
| 30D | +6.8% | +6.2% | +0.6% | +4.7% |
| 3M | +1.3% | +3.6% | -2.3% | -2.2% |
| 6M | +11.8% | +130.8% | -119.0% | -12.1% |
| YTD | +35.1% | +195.8% | -160.7% | -1.4% |
| 1Y | +48.9% | +225.0% | -176.1% | +5.2% |
| 3Y | +42.8% | +452.3% | -409.5% | -14.5% |
| 5Y | +230.3% | +303.6% | -73.3% | +102.0% |
| 10Y | +167.0% | +528.8% | -361.7% | +32.2% |
| All | +1,400.5% | +2,637.6% | -1,237.1% | +432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling