+156.6%
FITB vs SIMO
+3,332.4%
-3,175.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -2.0% |
| 7D | +0.6% | +4.2% | -3.6% | -0.4% |
| 30D | -4.7% | +4.1% | -8.8% | -6.3% |
| 3M | +6.7% | -12.9% | +19.6% | +6.5% |
| 6M | +12.6% | +110.3% | -97.8% | -10.7% |
| YTD | +19.1% | +178.6% | -159.5% | -12.3% |
| 1Y | +22.6% | +220.0% | -197.4% | -13.2% |
| 3Y | +127.1% | +409.0% | -281.9% | +40.4% |
| 5Y | +71.8% | +277.3% | -205.5% | +8.7% |
| 10Y | +287.2% | +506.6% | -219.4% | +104.3% |
| All | +156.6% | +3,332.4% | -3,175.7% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling