-52.4%
FN vs SIMO
-23.4%
-29.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.6% | +3.6% | -0.9% |
| 7D | -7.0% | -16.9% | +9.9% | +2.1% |
| 30D | -24.7% | -35.4% | +10.7% | -6.9% |
| 3M | -35.7% | -31.9% | -3.8% | -23.6% |
| 6M | -52.4% | -19.3% | -33.1% | -49.1% |
| All | -52.4% | -23.4% | -29.0% | -49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling