+651.7%
FLEX vs SIMO
+453.3%
+198.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.7% | -4.9% | +0.3% |
| 7D | +2.2% | +0.9% | +1.3% | +2.2% |
| 30D | -32.6% | -25.4% | -7.2% | -24.1% |
| 3M | -35.5% | -17.8% | -17.7% | -30.7% |
| 6M | -45.6% | -29.6% | -16.0% | -38.7% |
| YTD | +30.7% | +100.3% | -69.6% | -5.3% |
| 1Y | +28.4% | +100.4% | -72.0% | -7.0% |
| 3Y | +301.7% | +246.1% | +55.6% | +129.6% |
| 5Y | +473.3% | +189.8% | +283.5% | +221.8% |
| 10Y | +651.7% | +434.6% | +217.1% | +198.3% |
| All | +651.7% | +453.3% | +198.4% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling