+352.7%
FERG vs SIMO
+548.4%
-195.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.5% |
| 7D | +0.9% | +14.5% | -13.6% | -0.3% |
| 30D | -15.1% | +20.4% | -35.5% | -16.6% |
| 3M | -4.8% | +7.1% | -12.0% | -6.4% |
| 6M | -2.5% | +129.2% | -131.7% | -12.4% |
| YTD | +1.8% | +201.9% | -200.1% | -11.9% |
| 1Y | -0.3% | +235.5% | -235.8% | -14.9% |
| 3Y | +52.9% | +463.8% | -410.9% | +22.7% |
| 5Y | +69.3% | +306.7% | -237.4% | +37.6% |
| 10Y | +352.7% | +579.5% | -226.8% | +257.0% |
| All | +352.7% | +548.4% | -195.7% | +257.0% |
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