-3.7%
FISV vs SIMO
+94.5%
-98.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.8% | +5.6% |
| 7D | +29.6% | -16.9% | +46.5% | +28.1% |
| 30D | +34.5% | -35.4% | +69.9% | +31.4% |
| 3M | +11.2% | -31.9% | +43.1% | +9.4% |
| 6M | -1.2% | -19.3% | +18.1% | -2.7% |
| YTD | -7.6% | +98.5% | -106.1% | -14.4% |
| 1Y | -3.7% | +100.5% | -104.2% | -11.1% |
| All | -3.7% | +94.5% | -98.2% | -11.1% |
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