+430.3%
FERG vs SIMO
+395.4%
+34.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | +7.2% | -16.0% | +23.2% | +8.7% |
| 30D | +17.9% | -35.8% | +53.7% | +21.9% |
| 3M | -1.3% | -26.5% | +25.2% | +0.4% |
| 6M | +8.3% | -33.0% | +41.3% | +9.8% |
| YTD | +18.3% | +84.3% | -66.0% | +5.6% |
| 1Y | +4.7% | +82.0% | -77.3% | -6.5% |
| 3Y | +70.3% | +218.5% | -148.2% | +41.3% |
| 5Y | +84.6% | +175.0% | -90.4% | +53.5% |
| 10Y | +430.3% | +407.5% | +22.8% | +326.4% |
| All | +430.3% | +395.4% | +34.9% | +326.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling