-55.5%
FIS vs SIMO
+395.4%
-450.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -27.4% | -16.0% | -11.4% | -26.3% |
| 30D | -16.8% | -35.8% | +18.9% | -14.3% |
| 3M | -32.6% | -26.5% | -6.2% | -31.8% |
| 6M | -33.4% | -33.0% | -0.4% | -33.3% |
| YTD | -56.0% | +84.3% | -140.4% | -62.6% |
| 1Y | -55.1% | +82.0% | -137.1% | -61.7% |
| 3Y | -41.4% | +218.5% | -259.9% | -55.6% |
| 5Y | -72.7% | +175.0% | -247.7% | -79.6% |
| 10Y | -55.5% | +407.5% | -463.0% | -73.5% |
| All | -55.5% | +395.4% | -450.9% | -73.5% |
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