+244.2%
FITB vs SIMO
+379.7%
-135.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -1.4% |
| 7D | -1.5% | -22.0% | +20.5% | +1.9% |
| 30D | +5.8% | -43.0% | +48.9% | +14.6% |
| 3M | -6.1% | -39.1% | +33.0% | -0.5% |
| 6M | +5.9% | -33.3% | +39.2% | +7.6% |
| YTD | +16.1% | +77.0% | -60.9% | -7.4% |
| 1Y | +28.8% | +73.0% | -44.2% | +3.1% |
| 3Y | +126.0% | +215.7% | -89.7% | +51.3% |
| 5Y | +45.3% | +155.6% | -110.3% | -2.7% |
| All | +244.2% | +379.7% | -135.5% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling