+466.6%
FLEX vs SIMO
+171.3%
+295.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.0% |
| 7D | -13.6% | -16.0% | +2.4% | -7.4% |
| 30D | -36.5% | -35.8% | -0.7% | -25.3% |
| 3M | -36.4% | -26.5% | -10.0% | -29.2% |
| 6M | -46.5% | -33.0% | -13.5% | -38.8% |
| YTD | +25.9% | +84.3% | -58.4% | +2.0% |
| 1Y | +19.6% | +82.0% | -62.4% | -2.7% |
| 3Y | +287.0% | +218.5% | +68.5% | +160.5% |
| 5Y | +466.6% | +175.0% | +291.6% | +286.2% |
| All | +466.6% | +171.3% | +295.3% | +286.2% |
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 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