+74.3%
FERG vs SIMO
+274.0%
-199.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.4% | +1.4% |
| 7D | 0.0% | +4.2% | -4.3% | -0.5% |
| 30D | -10.2% | +4.1% | -14.3% | -10.9% |
| 3M | -0.6% | -12.9% | +12.3% | -0.4% |
| 6M | -6.5% | +110.3% | -116.9% | -18.4% |
| YTD | +4.2% | +178.6% | -174.4% | -14.0% |
| 1Y | -2.3% | +220.0% | -222.3% | -21.5% |
| 3Y | +48.5% | +409.0% | -360.5% | +9.0% |
| All | +74.3% | +274.0% | -199.8% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling