+626.9%
FLEX vs SIMO
+395.4%
+231.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.0% |
| 7D | -13.6% | -16.0% | +2.4% | -6.8% |
| 30D | -36.5% | -35.8% | -0.7% | -24.1% |
| 3M | -36.4% | -26.5% | -10.0% | -28.6% |
| 6M | -46.5% | -33.0% | -13.5% | -38.4% |
| YTD | +25.9% | +84.3% | -58.4% | -5.6% |
| 1Y | +19.6% | +82.0% | -62.4% | -9.9% |
| 3Y | +287.0% | +218.5% | +68.5% | +128.9% |
| 5Y | +466.6% | +175.0% | +291.6% | +224.6% |
| 10Y | +626.9% | +407.5% | +219.4% | +197.7% |
| All | +626.9% | +395.4% | +231.5% | +197.7% |
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