+304.4%
FLEX vs SIMO
+230.1%
+74.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.7% | +6.3% | +9.5% |
| 7D | -7.2% | -8.2% | +1.0% | -3.0% |
| 30D | -34.8% | -34.6% | -0.2% | -21.6% |
| 3M | -35.6% | -32.6% | -3.0% | -24.6% |
| 6M | -45.0% | -31.8% | -13.2% | -36.3% |
| YTD | +29.4% | +87.6% | -58.2% | -6.3% |
| 1Y | +24.8% | +86.7% | -61.9% | -9.4% |
| 3Y | +304.4% | +227.4% | +77.0% | +102.8% |
| All | +304.4% | +230.1% | +74.3% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling