+22.8%
FLEX vs SIMO
+80.9%
-58.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.7% | +6.3% | +9.7% |
| 7D | -7.2% | -8.2% | +1.0% | -3.2% |
| 30D | -34.8% | -34.6% | -0.2% | -23.0% |
| 3M | -35.6% | -32.6% | -3.0% | -25.6% |
| 6M | -45.0% | -31.8% | -13.2% | -36.0% |
| YTD | +29.4% | +87.6% | -58.2% | +13.3% |
| All | +22.8% | +80.9% | -58.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling