-39.8%
FIS vs SIMO
+214.6%
-254.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.2% |
| 7D | -25.5% | -22.0% | -3.5% | -25.9% |
| 30D | -15.1% | -43.0% | +28.0% | -16.2% |
| 3M | -32.1% | -39.1% | +7.0% | -32.7% |
| 6M | -36.1% | -33.3% | -2.8% | -37.0% |
| YTD | -55.4% | +77.0% | -132.4% | -59.1% |
| 1Y | -53.9% | +73.0% | -126.9% | -57.6% |
| 3Y | -39.8% | +215.7% | -255.5% | -49.3% |
| All | -39.8% | +214.6% | -254.3% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling