+28.4%
FLEX vs SIMO
+97.3%
-69.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.7% | -4.9% | +0.2% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | -32.6% | -25.4% | -7.2% | -24.4% |
| 3M | -35.5% | -17.8% | -17.7% | -30.5% |
| 6M | -45.6% | -29.6% | -16.0% | -38.0% |
| YTD | +30.7% | +100.3% | -69.6% | +12.0% |
| 1Y | +28.4% | +100.4% | -72.0% | +10.1% |
| All | +28.4% | +97.3% | -69.0% | +10.1% |
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 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