+203.1%
FITB vs SIMO
+423.7%
-220.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.6% |
| 7D | +0.8% | +14.9% | -14.0% | -1.4% |
| 30D | +7.3% | -27.0% | +34.3% | +11.7% |
| 3M | -6.3% | -25.4% | +19.1% | -3.9% |
| 6M | +12.6% | -30.3% | +42.8% | +13.7% |
| YTD | +18.0% | +95.8% | -77.8% | -7.3% |
| 1Y | +28.9% | +100.0% | -71.1% | +0.5% |
| 3Y | +139.4% | +238.3% | -98.9% | +59.1% |
| 5Y | +47.2% | +187.6% | -140.3% | -3.3% |
| All | +203.1% | +423.7% | -220.6% | +51.9% |
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