+1,046.7%
FIX vs SIMO
+170.7%
+876.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.7% | +7.5% |
| 7D | -7.2% | -8.2% | +0.9% | -4.0% |
| 30D | -35.1% | -34.6% | -0.5% | -25.8% |
| 3M | -34.3% | -32.6% | -1.6% | -26.2% |
| 6M | -42.9% | -31.8% | -11.1% | -36.6% |
| YTD | +19.5% | +87.6% | -68.2% | -4.9% |
| 1Y | +16.8% | +86.7% | -69.9% | -6.8% |
| 3Y | +506.7% | +227.4% | +279.3% | +310.6% |
| 5Y | +1,046.7% | +173.0% | +873.7% | +691.5% |
| All | +1,046.7% | +170.7% | +876.0% | +691.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling