+3,553.2%
FIX vs SIMO
+394.4%
+3,158.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | +0.3% |
| 7D | +9.4% | +4.1% | +5.3% | +8.1% |
| 30D | -27.8% | -24.0% | -3.8% | -21.4% |
| 3M | -35.6% | -31.8% | -3.8% | -28.2% |
| 6M | -45.2% | -36.9% | -8.3% | -38.4% |
| YTD | +19.5% | +84.8% | -65.3% | -3.6% |
| 1Y | +24.2% | +99.0% | -74.8% | -1.7% |
| 3Y | +494.2% | +217.9% | +276.2% | +311.2% |
| 5Y | +1,036.1% | +171.5% | +864.7% | +678.1% |
| All | +3,553.2% | +394.4% | +3,158.8% | +1,911.9% |
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