+1,545.2%
FERG vs SIMO
+6,878.6%
-5,333.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.1% |
| 7D | +7.2% | -16.0% | +23.2% | +8.2% |
| 30D | +17.9% | -35.8% | +53.7% | +20.5% |
| 3M | -1.3% | -26.5% | +25.2% | -0.1% |
| 6M | +8.3% | -33.0% | +41.3% | +9.4% |
| YTD | +18.3% | +84.3% | -66.0% | +11.2% |
| 1Y | +4.7% | +82.0% | -77.3% | -1.6% |
| 3Y | +70.3% | +218.5% | -148.2% | +54.0% |
| 5Y | +84.6% | +175.0% | -90.4% | +67.1% |
| 10Y | +430.3% | +407.5% | +22.8% | +367.9% |
| All | +1,545.2% | +6,878.6% | -5,333.4% | +1,382.5% |
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