+2,105.4%
FIX vs SIMO
+269.6%
+1,835.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | -0.6% |
| 7D | +6.0% | +4.2% | +1.8% | +4.6% |
| 30D | -7.2% | +4.1% | -11.3% | -8.9% |
| 3M | -15.9% | -12.9% | -3.0% | -13.7% |
| 6M | +12.7% | +110.3% | -97.6% | -11.7% |
| YTD | +72.8% | +178.6% | -105.8% | +22.6% |
| 1Y | +122.9% | +220.0% | -97.1% | +51.8% |
| 3Y | +774.3% | +409.0% | +365.3% | +425.5% |
| All | +2,105.4% | +269.6% | +1,835.9% | +1,287.0% |
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