-55.1%
FIS vs SIMO
+77.7%
-132.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | -27.4% | -16.0% | -11.4% | -28.4% |
| 30D | -16.8% | -35.8% | +18.9% | -19.6% |
| 3M | -32.6% | -26.5% | -6.2% | -33.7% |
| 6M | -33.4% | -33.0% | -0.4% | -34.8% |
| YTD | -56.0% | +84.3% | -140.4% | -56.5% |
| 1Y | -55.1% | +82.0% | -137.1% | -55.6% |
| All | -55.1% | +77.7% | -132.8% | -55.6% |
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