-62.2%
FIS vs SIMO
+269.6%
-331.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.1% |
| 7D | +1.1% | +4.2% | -3.1% | +1.0% |
| 30D | -2.2% | +4.1% | -6.3% | -2.3% |
| 3M | +2.1% | -12.9% | +15.0% | +2.2% |
| 6M | -14.7% | +110.3% | -125.0% | -20.0% |
| YTD | -35.7% | +178.6% | -214.3% | -41.6% |
| 1Y | -37.1% | +220.0% | -257.1% | -43.8% |
| 3Y | -20.0% | +409.0% | -429.0% | -32.6% |
| All | -62.2% | +269.6% | -331.8% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling