+502.1%
FICO vs SIMO
+360.6%
+141.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.4% | +15.3% | +2.7% |
| 7D | -0.3% | -31.4% | +31.1% | +4.1% |
| 30D | +1.7% | -45.2% | +46.9% | +8.7% |
| 3M | -35.2% | -36.5% | +1.3% | -33.1% |
| 6M | -33.7% | -34.2% | +0.5% | -34.8% |
| YTD | -58.2% | +69.9% | -128.1% | -68.5% |
| 1Y | -56.6% | +60.4% | -117.0% | -66.9% |
| 3Y | -24.0% | +203.1% | -227.1% | -52.9% |
| 5Y | +86.1% | +145.4% | -59.4% | +14.5% |
| All | +502.1% | +360.6% | +141.5% | +171.5% |
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 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