+12.5%
FN vs SIMO
+226.2%
-213.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +0.1% |
| 7D | -1.7% | +4.2% | -5.9% | -3.2% |
| 30D | -22.0% | +4.1% | -26.1% | -23.0% |
| 3M | -43.0% | -12.9% | -30.1% | -40.9% |
| 6M | -27.7% | +110.3% | -138.1% | -44.0% |
| YTD | -10.5% | +178.6% | -189.1% | -41.0% |
| 1Y | +12.5% | +220.0% | -207.5% | -29.6% |
| All | +12.5% | +226.2% | -213.7% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling