-83.2%
FIG vs SIMO
+116.8%
-200.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.6% | +8.4% | +2.3% |
| 7D | +3.4% | +4.1% | -0.7% | +3.8% |
| 30D | -9.5% | -24.0% | +14.5% | -11.7% |
| 3M | -26.2% | -31.8% | +5.6% | -28.4% |
| 6M | +2.7% | -36.9% | +39.6% | -1.5% |
| YTD | -48.0% | +84.8% | -132.8% | -63.9% |
| 1Y | -52.0% | +99.0% | -151.0% | -68.2% |
| All | -83.2% | +116.8% | -200.0% | -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 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