+25.0%
FLEX vs SIMO
+94.5%
-69.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -9.6% | -2.7% | -8.5% |
| 7D | -17.0% | -16.9% | -0.1% | -10.7% |
| 30D | -33.8% | -35.4% | +1.5% | -22.1% |
| 3M | -39.0% | -31.9% | -7.2% | -30.4% |
| 6M | -15.9% | -19.3% | +3.4% | -6.6% |
| YTD | +27.8% | +98.5% | -70.6% | +5.8% |
| 1Y | +25.0% | +100.5% | -75.5% | +2.4% |
| All | +25.0% | +94.5% | -69.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling