-55.3%
FIS vs SIMO
+434.7%
-490.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.0% | -1.8% |
| 7D | -29.4% | -8.5% | -21.0% | -28.9% |
| 30D | -16.7% | -34.8% | +18.1% | -14.3% |
| 3M | -33.0% | -32.8% | -0.1% | -31.6% |
| 6M | -33.3% | -32.0% | -1.3% | -33.3% |
| YTD | -56.0% | +87.0% | -143.0% | -62.6% |
| 1Y | -54.6% | +86.1% | -140.7% | -61.4% |
| 3Y | -40.6% | +226.4% | -267.0% | -55.1% |
| 5Y | -71.9% | +172.1% | -244.1% | -78.9% |
| 10Y | -55.3% | +408.0% | -463.4% | -73.4% |
| All | -55.3% | +434.7% | -490.0% | -73.4% |
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