+47.5%
FITB vs SIMO
+170.3%
-122.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.7% |
| 7D | +2.8% | +4.1% | -1.4% | +2.3% |
| 30D | +9.8% | -24.0% | +33.8% | +12.1% |
| 3M | -5.2% | -31.8% | +26.6% | -2.7% |
| 6M | +17.3% | -36.9% | +54.2% | +19.4% |
| YTD | +19.3% | +84.8% | -65.5% | +0.2% |
| 1Y | +32.7% | +99.0% | -66.3% | +9.8% |
| 3Y | +141.6% | +217.9% | -76.4% | +77.0% |
| All | +47.5% | +170.3% | -122.8% | +6.8% |
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