+2.2%
FOXA vs SIMO
+77.7%
-75.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.6% |
| 7D | +0.4% | -16.0% | +16.4% | -0.5% |
| 30D | +7.9% | -35.8% | +43.7% | +5.6% |
| 3M | +6.7% | -26.5% | +33.2% | +5.4% |
| 6M | +7.5% | -33.0% | +40.5% | +5.7% |
| YTD | -6.9% | +84.3% | -91.3% | -5.2% |
| 1Y | +2.2% | +82.0% | -79.8% | +4.3% |
| All | +2.2% | +77.7% | -75.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling