+420.4%
FIX vs SIMO
+202.0%
+218.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.4% | +2.8% | -5.9% |
| 7D | -27.2% | -31.4% | +4.1% | -15.5% |
| 30D | -46.9% | -45.2% | -1.8% | -33.4% |
| 3M | -44.4% | -36.5% | -7.9% | -34.8% |
| 6M | -50.9% | -34.2% | -16.7% | -43.6% |
| YTD | +3.5% | +69.9% | -66.4% | -25.5% |
| 1Y | -2.1% | +60.4% | -62.5% | -27.4% |
| All | +420.4% | +202.0% | +218.3% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling