-83.2%
FIG vs SIMO
+120.1%
-203.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.5% | +3.6% |
| 7D | -12.6% | -8.2% | -4.4% | -13.4% |
| 30D | -13.8% | -34.6% | +20.8% | -17.3% |
| 3M | -16.7% | -32.6% | +15.9% | -19.2% |
| 6M | -6.1% | -31.8% | +25.7% | -10.6% |
| YTD | -48.1% | +87.6% | -135.7% | -64.0% |
| 1Y | -56.2% | +86.7% | -142.8% | -69.6% |
| All | -83.2% | +120.1% | -203.3% | -91.4% |
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 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