-26.7%
FICO vs SIMO
+220.9%
-247.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +0.9% |
| 7D | +0.9% | -16.0% | +16.9% | +0.4% |
| 30D | +9.4% | -35.8% | +45.2% | +8.3% |
| 3M | -30.4% | -26.5% | -3.9% | -31.0% |
| 6M | -35.1% | -33.0% | -2.1% | -36.3% |
| YTD | -56.8% | +84.3% | -141.1% | -64.7% |
| 1Y | -58.4% | +82.0% | -140.4% | -66.0% |
| 3Y | -26.7% | +218.5% | -245.2% | -51.4% |
| All | -26.7% | +220.9% | -247.6% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling