+2,523.5%
FICO vs SIMO
+3,332.4%
-808.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +8.7% | -25.4% | -18.2% |
| 7D | -19.2% | +4.2% | -23.4% | -20.1% |
| 30D | -14.6% | +4.1% | -18.7% | -16.2% |
| 3M | -20.1% | -12.9% | -7.2% | -21.6% |
| 6M | -36.3% | +110.3% | -146.7% | -49.4% |
| YTD | -44.9% | +178.6% | -223.4% | -59.3% |
| 1Y | -38.6% | +220.0% | -258.6% | -56.3% |
| 3Y | +4.0% | +409.0% | -405.1% | -34.6% |
| 5Y | +99.5% | +277.3% | -177.8% | +28.2% |
| 10Y | +604.7% | +506.6% | +98.1% | +287.5% |
| All | +2,523.5% | +3,332.4% | -808.9% | +625.3% |
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