+142.9%
FE vs SIMO
+2,080.4%
-1,937.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.7% |
| 7D | -1.0% | -22.0% | +21.0% | +0.4% |
| 30D | +4.1% | -43.0% | +47.2% | +7.6% |
| 3M | -1.0% | -39.1% | +38.1% | +1.4% |
| 6M | +4.0% | -33.3% | +37.3% | +4.8% |
| YTD | +6.8% | +77.0% | -70.1% | -1.3% |
| 1Y | +5.3% | +73.0% | -67.7% | -2.7% |
| 3Y | +44.6% | +215.7% | -171.1% | +25.3% |
| 5Y | +44.2% | +155.6% | -111.4% | +24.8% |
| 10Y | +107.3% | +388.4% | -281.1% | +64.8% |
| All | +142.9% | +2,080.4% | -1,937.5% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling