+416.7%
FLEX vs SIMO
+154.7%
+262.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +3.0% |
| 7D | -19.3% | -22.0% | +2.7% | -11.4% |
| 30D | -41.5% | -43.0% | +1.5% | -28.4% |
| 3M | -43.1% | -39.1% | -4.0% | -32.7% |
| 6M | -48.2% | -33.3% | -14.9% | -40.5% |
| YTD | +15.5% | +77.0% | -61.5% | -5.2% |
| 1Y | +10.2% | +73.0% | -62.8% | -8.8% |
| 3Y | +256.8% | +215.7% | +41.1% | +142.1% |
| All | +416.7% | +154.7% | +262.0% | +260.2% |
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