+655.5%
FN vs SIMO
+360.6%
+294.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -14.4% | +0.1% | -9.0% |
| 7D | -16.0% | -31.4% | +15.4% | -3.6% |
| 30D | -40.1% | -45.2% | +5.1% | -25.8% |
| 3M | -43.9% | -36.5% | -7.4% | -34.3% |
| 6M | -55.6% | -34.2% | -21.4% | -49.1% |
| YTD | -35.7% | +69.9% | -105.6% | -48.7% |
| 1Y | -39.8% | +60.4% | -100.2% | -50.8% |
| 3Y | +80.3% | +203.1% | -122.9% | +19.6% |
| 5Y | +143.3% | +145.4% | -2.2% | +61.4% |
| All | +655.5% | +360.6% | +294.9% | +281.5% |
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