+3,078.0%
FN vs SIMO
+4,691.4%
-1,613.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.6% | +3.6% | -3.0% |
| 7D | -7.0% | -16.9% | +9.9% | -1.4% |
| 30D | -24.7% | -35.4% | +10.7% | -13.7% |
| 3M | -35.7% | -31.9% | -3.8% | -27.9% |
| 6M | -52.4% | -19.3% | -33.1% | -49.7% |
| YTD | -25.0% | +98.5% | -123.4% | -41.7% |
| 1Y | -25.7% | +100.5% | -126.2% | -42.2% |
| 3Y | +110.2% | +254.1% | -143.9% | +38.5% |
| 5Y | +192.3% | +187.4% | +5.0% | +92.9% |
| 10Y | +812.3% | +447.7% | +364.5% | +368.3% |
| All | +3,078.0% | +4,691.4% | -1,613.4% | +681.7% |
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