Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FLUT vs SIMO✓SelectedUSD · SIMOFLUT vs SIMO performance historyLatest closeAs of+0.59%09/08
Stock and ETF performance explorer

FLUT vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-9.2%
SIMO return
+515.6%
Excess return
-524.8%
Maximum drawdown
-70.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D+0.6%+6.2%-5.6%+0.2%
7D+3.8%+14.6%-10.8%+2.8%
30D+6.3%+6.2%+0.1%+5.6%
3M-4.0%+3.6%-7.6%-5.4%
6M-10.3%+130.8%-141.1%-20.4%
YTD-53.2%+195.8%-248.9%-60.0%
1Y-65.0%+225.0%-290.0%-70.6%
3Y-43.9%+452.3%-496.2%-56.4%
5Y-49.2%+303.6%-352.8%-59.9%
10Y-9.2%+528.8%-538.0%-32.4%
All-9.2%+515.6%-524.8%-32.4%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling