+102.2%
FE vs SIMO
+379.7%
-277.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.6% |
| 7D | -1.0% | -22.0% | +21.0% | -0.2% |
| 30D | +4.1% | -43.0% | +47.2% | +6.3% |
| 3M | -1.0% | -39.1% | +38.1% | +0.5% |
| 6M | +4.0% | -33.3% | +37.3% | +4.3% |
| YTD | +6.8% | +77.0% | -70.1% | -0.7% |
| 1Y | +5.3% | +73.0% | -67.7% | -2.1% |
| 3Y | +44.6% | +215.7% | -171.1% | +25.4% |
| 5Y | +44.2% | +155.6% | -111.4% | +24.5% |
| All | +102.2% | +379.7% | -277.5% | +50.7% |
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 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