+46.3%
FE vs SIMO
+144.7%
-98.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.4% | +14.2% | -0.3% |
| 7D | +0.6% | -31.4% | +32.0% | +0.2% |
| 30D | +6.4% | -45.2% | +51.6% | +5.8% |
| 3M | -0.5% | -36.5% | +36.0% | -0.8% |
| 6M | +4.7% | -34.2% | +38.9% | +4.3% |
| YTD | +8.4% | +69.9% | -61.5% | +7.2% |
| 1Y | +7.2% | +60.4% | -53.2% | +6.2% |
| 3Y | +44.9% | +203.1% | -158.2% | +40.8% |
| 5Y | +46.3% | +145.4% | -99.2% | +36.6% |
| All | +46.3% | +144.7% | -98.4% | +36.6% |
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