+1,005.1%
FLEX vs SIMO
+514.4%
+490.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -1.7% |
| 7D | -0.9% | +4.2% | -5.1% | -2.6% |
| 30D | -10.1% | +4.1% | -14.2% | -12.3% |
| 3M | -31.3% | -12.9% | -18.5% | -29.0% |
| 6M | +71.3% | +110.3% | -39.1% | +25.3% |
| YTD | +81.2% | +178.6% | -97.3% | +17.0% |
| 1Y | +98.5% | +220.0% | -121.5% | +21.1% |
| 3Y | +428.2% | +409.0% | +19.2% | +165.3% |
| 5Y | +657.3% | +277.3% | +380.0% | +293.5% |
| All | +1,005.1% | +514.4% | +490.7% | +325.6% |
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