+122.7%
FE vs SIMO
+453.3%
-330.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +3.6% | -25.4% | +29.0% | +4.6% |
| 3M | +0.3% | -17.8% | +18.1% | +0.5% |
| 6M | +6.4% | -29.6% | +36.0% | +6.6% |
| YTD | +8.1% | +100.3% | -92.2% | 0.0% |
| 1Y | +4.6% | +100.4% | -95.8% | -3.4% |
| 3Y | +49.1% | +246.1% | -197.0% | +29.1% |
| 5Y | +46.1% | +189.8% | -143.7% | +25.5% |
| 10Y | +122.7% | +434.6% | -311.9% | +66.9% |
| All | +122.7% | +453.3% | -330.6% | +66.9% |
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