+614.8%
FLEX vs SIMO
+394.4%
+220.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.8% |
| 7D | +7.5% | +4.1% | +3.3% | +5.8% |
| 30D | -25.3% | -24.0% | -1.3% | -16.3% |
| 3M | -39.7% | -31.8% | -7.9% | -30.3% |
| 6M | -47.9% | -36.9% | -11.0% | -38.8% |
| YTD | +24.1% | +84.8% | -60.7% | -7.2% |
| 1Y | +26.0% | +99.0% | -73.0% | -8.5% |
| 3Y | +282.7% | +217.9% | +64.7% | +126.2% |
| 5Y | +424.2% | +171.5% | +252.8% | +201.9% |
| All | +614.8% | +394.4% | +220.4% | +193.1% |
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