-58.5%
FICO vs SIMO
+90.9%
-149.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | -0.4% |
| 7D | +2.2% | +4.1% | -1.9% | +2.9% |
| 30D | +0.1% | -24.0% | +24.0% | -3.1% |
| 3M | -35.2% | -31.8% | -3.4% | -37.4% |
| 6M | -32.4% | -36.9% | +4.5% | -33.7% |
| YTD | -57.4% | +84.8% | -142.2% | -56.3% |
| 1Y | -58.5% | +99.0% | -157.5% | -57.1% |
| All | -58.5% | +90.9% | -149.4% | -57.1% |
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