+146.4%
FE vs SIMO
+1,993.5%
-1,847.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.4% | +14.2% | +0.8% |
| 7D | +0.6% | -31.4% | +32.0% | +2.9% |
| 30D | +6.4% | -45.2% | +51.6% | +10.2% |
| 3M | -0.5% | -36.5% | +36.0% | +1.6% |
| 6M | +4.7% | -34.2% | +38.9% | +5.6% |
| YTD | +8.4% | +69.9% | -61.5% | +0.4% |
| 1Y | +7.2% | +60.4% | -53.2% | -0.3% |
| 3Y | +44.9% | +203.1% | -158.2% | +25.9% |
| 5Y | +46.3% | +145.4% | -99.2% | +27.0% |
| 10Y | +110.3% | +368.9% | -258.6% | +67.7% |
| All | +146.4% | +1,993.5% | -1,847.1% | +42.5% |
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