+90.1%
FOXA vs SIMO
+646.5%
-556.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.5% |
| 7D | -3.7% | +12.5% | -16.3% | -5.1% |
| 30D | +5.4% | +18.4% | -13.1% | +3.2% |
| 3M | -3.7% | +5.6% | -9.3% | -6.0% |
| 6M | +12.6% | +116.9% | -104.4% | -3.1% |
| YTD | -10.0% | +188.4% | -198.4% | -27.3% |
| 1Y | +15.0% | +221.3% | -206.2% | -9.5% |
| 3Y | +115.1% | +438.6% | -323.5% | +48.8% |
| 5Y | +93.0% | +287.9% | -194.9% | +36.9% |
| All | +90.1% | +646.5% | -556.4% | +1.7% |
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 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