-79.1%
FIG vs SIMO
+226.8%
-305.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.7% | -13.1% | -3.5% |
| 7D | -16.3% | +4.2% | -20.5% | -15.9% |
| 30D | -14.3% | +4.1% | -18.4% | -13.5% |
| 3M | +7.2% | -12.9% | +20.0% | +7.4% |
| 6M | -18.6% | +110.3% | -129.0% | -31.1% |
| YTD | -35.5% | +178.6% | -214.0% | -53.6% |
| 1Y | -55.8% | +220.0% | -275.8% | -74.1% |
| All | -79.1% | +226.8% | -305.9% | -89.0% |
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