+18,217.4%
FIX vs SIMO
+1,993.5%
+16,223.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.4% | +2.8% | -8.4% |
| 7D | -27.2% | -31.4% | +4.1% | -20.7% |
| 30D | -46.9% | -45.2% | -1.8% | -39.4% |
| 3M | -44.4% | -36.5% | -7.9% | -38.9% |
| 6M | -50.9% | -34.2% | -16.7% | -46.6% |
| YTD | +3.5% | +69.9% | -66.4% | -10.0% |
| 1Y | -2.1% | +60.4% | -62.5% | -13.8% |
| 3Y | +418.7% | +203.1% | +215.6% | +300.6% |
| 5Y | +894.6% | +145.4% | +749.1% | +670.4% |
| 10Y | +3,465.5% | +368.9% | +3,096.6% | +2,234.0% |
| All | +18,217.4% | +1,993.5% | +16,223.9% | +6,816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling