+565.2%
FLEX vs SIMO
+379.7%
+185.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +2.9% |
| 7D | -19.3% | -22.0% | +2.7% | -10.7% |
| 30D | -41.5% | -43.0% | +1.5% | -27.0% |
| 3M | -43.1% | -39.1% | -4.0% | -31.7% |
| 6M | -48.2% | -33.3% | -14.9% | -40.3% |
| YTD | +15.5% | +77.0% | -61.5% | -12.2% |
| 1Y | +10.2% | +73.0% | -62.8% | -15.4% |
| 3Y | +256.8% | +215.7% | +41.1% | +111.6% |
| 5Y | +408.2% | +155.6% | +252.5% | +199.6% |
| All | +565.2% | +379.7% | +185.5% | +176.3% |
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