+4.7%
FERG vs SIMO
+77.7%
-73.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.1% |
| 7D | +7.2% | -16.0% | +23.2% | +7.6% |
| 30D | +17.9% | -35.8% | +53.7% | +19.0% |
| 3M | -1.3% | -26.5% | +25.2% | -0.8% |
| 6M | +8.3% | -33.0% | +41.3% | +8.8% |
| YTD | +18.3% | +84.3% | -66.0% | +11.2% |
| 1Y | +4.7% | +82.0% | -77.3% | -1.3% |
| All | +4.7% | +77.7% | -73.0% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling