+499.7%
FICO vs SIMO
+379.7%
+120.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.9% |
| 7D | -0.9% | -22.0% | +21.1% | +1.8% |
| 30D | +3.3% | -43.0% | +46.4% | +9.9% |
| 3M | -31.7% | -39.1% | +7.4% | -28.9% |
| 6M | -34.0% | -33.3% | -0.7% | -35.1% |
| YTD | -58.3% | +77.0% | -135.3% | -68.8% |
| 1Y | -57.9% | +73.0% | -130.9% | -68.4% |
| 3Y | -24.1% | +215.7% | -239.8% | -53.2% |
| 5Y | +85.3% | +155.6% | -70.3% | +13.4% |
| All | +499.7% | +379.7% | +120.0% | +169.0% |
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