+46.7%
FE vs SIMO
+202.0%
-155.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.4% | +14.2% | -0.6% |
| 7D | +0.6% | -31.4% | +32.0% | -0.4% |
| 30D | +6.4% | -45.2% | +51.6% | +4.9% |
| 3M | -0.5% | -36.5% | +36.0% | -1.4% |
| 6M | +4.7% | -34.2% | +38.9% | +4.0% |
| YTD | +8.4% | +69.9% | -61.5% | +9.6% |
| 1Y | +7.2% | +60.4% | -53.2% | +8.4% |
| All | +46.7% | +202.0% | -155.4% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling