+3,644.4%
FIX vs SIMO
+395.4%
+3,249.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.1% |
| 7D | -13.9% | -16.0% | +2.1% | -8.8% |
| 30D | -35.5% | -35.8% | +0.2% | -26.4% |
| 3M | -33.9% | -26.5% | -7.5% | -27.9% |
| 6M | -43.3% | -33.0% | -10.3% | -37.1% |
| YTD | +18.7% | +84.3% | -65.7% | -4.1% |
| 1Y | +13.8% | +82.0% | -68.2% | -7.6% |
| 3Y | +495.0% | +218.5% | +276.5% | +311.7% |
| 5Y | +1,049.0% | +175.0% | +874.0% | +684.4% |
| 10Y | +3,644.4% | +407.5% | +3,236.9% | +1,942.7% |
| All | +3,644.4% | +395.4% | +3,249.0% | +1,942.7% |
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 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