+663.2%
FLEX vs SIMO
+269.6%
+393.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -1.4% |
| 7D | -0.9% | +4.2% | -5.1% | -2.4% |
| 30D | -10.1% | +4.1% | -14.2% | -12.1% |
| 3M | -31.3% | -12.9% | -18.5% | -29.1% |
| 6M | +71.3% | +110.3% | -39.1% | +32.7% |
| YTD | +81.2% | +178.6% | -97.3% | +26.0% |
| 1Y | +98.5% | +220.0% | -121.5% | +31.6% |
| 3Y | +428.2% | +409.0% | +19.2% | +200.4% |
| All | +663.2% | +269.6% | +393.7% | +380.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling