+49.0%
FE vs SIMO
+269.6%
-220.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.5% |
| 7D | +1.9% | +4.2% | -2.3% | +2.0% |
| 30D | -1.2% | +4.1% | -5.3% | -1.1% |
| 3M | +3.5% | -12.9% | +16.4% | +3.5% |
| 6M | -6.1% | +110.3% | -116.4% | -6.4% |
| YTD | +7.6% | +178.6% | -171.0% | +6.8% |
| 1Y | +11.9% | +220.0% | -208.1% | +10.8% |
| 3Y | +48.4% | +409.0% | -360.6% | +44.5% |
| All | +49.0% | +269.6% | -220.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling