+144.7%
FE vs SIMO
+3,332.4%
-3,187.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.2% |
| 7D | +1.9% | +4.2% | -2.3% | +1.6% |
| 30D | -1.2% | +4.1% | -5.3% | -1.7% |
| 3M | +3.5% | -12.9% | +16.4% | +3.5% |
| 6M | -6.1% | +110.3% | -116.4% | -13.0% |
| YTD | +7.6% | +178.6% | -171.0% | -2.9% |
| 1Y | +11.9% | +220.0% | -208.1% | -0.4% |
| 3Y | +48.4% | +409.0% | -360.6% | +25.3% |
| 5Y | +44.8% | +277.3% | -232.5% | +23.1% |
| 10Y | +115.9% | +506.6% | -390.7% | +70.7% |
| All | +144.7% | +3,332.4% | -3,187.6% | +37.9% |
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