+3,689.8%
FN vs SIMO
+6,625.1%
-2,935.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +0.5% |
| 7D | -1.7% | +4.2% | -5.9% | -3.0% |
| 30D | -22.0% | +4.1% | -26.1% | -22.9% |
| 3M | -43.0% | -12.9% | -30.1% | -41.1% |
| 6M | -27.7% | +110.3% | -138.1% | -44.4% |
| YTD | -10.5% | +178.6% | -189.1% | -37.2% |
| 1Y | +12.5% | +220.0% | -207.5% | -24.2% |
| 3Y | +153.8% | +409.0% | -255.2% | +50.2% |
| 5Y | +288.0% | +277.3% | +10.7% | +135.1% |
| 10Y | +906.4% | +506.6% | +399.8% | +395.6% |
| All | +3,689.8% | +6,625.1% | -2,935.4% | +742.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling