-51.1%
FIS vs SIMO
+94.5%
-145.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -9.6% | -14.1% | -24.4% |
| 7D | -18.4% | -16.9% | -1.5% | -19.7% |
| 30D | -11.4% | -35.4% | +24.0% | -14.3% |
| 3M | -32.0% | -31.9% | -0.1% | -33.5% |
| 6M | -35.6% | -19.3% | -16.3% | -36.5% |
| YTD | -53.8% | +98.5% | -152.3% | -54.8% |
| 1Y | -51.1% | +100.5% | -151.6% | -52.3% |
| All | -51.1% | +94.5% | -145.5% | -52.3% |
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 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