+743.6%
FN vs SIMO
+379.7%
+363.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.2% | +7.5% | +10.2% |
| 7D | 0.0% | -22.0% | +21.9% | +9.7% |
| 30D | -34.3% | -43.0% | +8.7% | -19.7% |
| 3M | -39.9% | -39.1% | -0.7% | -28.5% |
| 6M | -51.8% | -33.3% | -18.5% | -45.0% |
| YTD | -28.1% | +77.0% | -105.1% | -43.5% |
| 1Y | -29.1% | +73.0% | -102.1% | -43.5% |
| 3Y | +102.4% | +215.7% | -113.3% | +32.5% |
| 5Y | +171.7% | +155.6% | +16.0% | +77.8% |
| All | +743.6% | +379.7% | +363.9% | +320.3% |
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