+448.7%
FIX vs SIMO
+214.6%
+234.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.3% | +3.8% |
| 7D | -17.5% | -22.0% | +4.5% | -8.7% |
| 30D | -41.6% | -43.0% | +1.5% | -27.7% |
| 3M | -40.6% | -39.1% | -1.5% | -29.2% |
| 6M | -49.4% | -33.3% | -16.1% | -42.3% |
| YTD | +9.2% | +77.0% | -67.8% | -22.7% |
| 1Y | +6.5% | +73.0% | -66.6% | -23.7% |
| 3Y | +448.7% | +215.7% | +233.0% | +163.9% |
| All | +448.7% | +214.6% | +234.1% | +163.9% |
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 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