+283.9%
FITB vs SIMO
+515.6%
-231.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.7% |
| 7D | +2.8% | +14.6% | -11.8% | +0.4% |
| 30D | -4.5% | +6.2% | -10.7% | -6.0% |
| 3M | +5.7% | +3.6% | +2.1% | +2.6% |
| 6M | +17.1% | +130.8% | -113.7% | -6.2% |
| YTD | +18.3% | +195.8% | -177.4% | -11.4% |
| 1Y | +23.9% | +225.0% | -201.1% | -9.9% |
| 3Y | +131.1% | +452.3% | -321.2% | +44.0% |
| 5Y | +71.1% | +303.6% | -232.5% | +9.4% |
| 10Y | +283.9% | +528.8% | -244.9% | +91.4% |
| All | +283.9% | +515.6% | -231.8% | +91.4% |
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