+99.6%
FOXA vs SIMO
+378.4%
-278.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.7% | +4.6% |
| 7D | +2.7% | +4.1% | -1.4% | +2.2% |
| 30D | +10.0% | -24.0% | +34.0% | +12.2% |
| 3M | +5.0% | -31.8% | +36.8% | +7.4% |
| 6M | +3.4% | -36.9% | +40.3% | +4.6% |
| YTD | -5.5% | +84.8% | -90.3% | -21.3% |
| 1Y | +5.5% | +99.0% | -93.5% | -13.4% |
| 3Y | +139.3% | +217.9% | -78.6% | +73.8% |
| 5Y | +77.2% | +171.5% | -94.3% | +27.1% |
| All | +99.6% | +378.4% | -278.8% | +10.2% |
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