+4.6%
FE vs SIMO
+97.3%
-92.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | +0.4% |
| 7D | -0.4% | +0.9% | -1.3% | -0.3% |
| 30D | +3.6% | -25.4% | +29.0% | +2.8% |
| 3M | +0.3% | -17.8% | +18.1% | +0.1% |
| 6M | +6.4% | -29.6% | +36.0% | +5.8% |
| YTD | +8.1% | +100.3% | -92.2% | +9.4% |
| 1Y | +4.6% | +100.4% | -95.8% | +5.8% |
| All | +4.6% | +97.3% | -92.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling