-51.7%
FIG vs SIMO
+94.5%
-146.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.6% | +14.8% | +3.6% |
| 7D | -4.7% | -16.9% | +12.2% | -7.1% |
| 30D | +0.5% | -35.4% | +35.9% | -5.5% |
| 3M | -18.4% | -31.9% | +13.5% | -21.2% |
| 6M | +10.9% | -19.3% | +30.2% | +6.2% |
| YTD | -40.8% | +98.5% | -139.3% | -52.2% |
| 1Y | -51.7% | +100.5% | -152.2% | -61.1% |
| All | -51.7% | +94.5% | -146.2% | -61.1% |
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