-41.3%
FIS vs SIMO
+240.7%
-282.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.9% | -6.2% |
| 7D | -3.5% | +14.9% | -18.4% | -3.2% |
| 30D | -19.4% | -27.0% | +7.6% | -20.0% |
| 3M | -31.6% | -25.4% | -6.2% | -32.0% |
| 6M | -32.5% | -30.3% | -2.3% | -33.2% |
| YTD | -56.0% | +95.8% | -151.8% | -59.6% |
| 1Y | -55.5% | +100.0% | -155.6% | -59.3% |
| All | -41.3% | +240.7% | -282.0% | -52.6% |
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 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