+26.0%
FLEX vs SIMO
+90.9%
-64.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.7% |
| 7D | +7.5% | +4.1% | +3.3% | +5.8% |
| 30D | -25.3% | -24.0% | -1.3% | -16.4% |
| 3M | -39.7% | -31.8% | -7.9% | -30.4% |
| 6M | -47.9% | -36.9% | -11.0% | -38.3% |
| YTD | +24.1% | +84.8% | -60.7% | +11.8% |
| 1Y | +26.0% | +99.0% | -73.0% | +6.2% |
| All | +26.0% | +90.9% | -64.9% | +6.2% |
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