+9.9%
FOXA vs SIMO
+234.0%
-224.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.0% |
| 7D | -5.4% | +14.5% | -19.9% | -4.9% |
| 30D | +1.1% | +20.4% | -19.3% | +2.0% |
| 3M | -6.1% | +7.1% | -13.2% | -5.9% |
| 6M | +8.2% | +129.2% | -121.0% | +11.3% |
| YTD | -11.8% | +201.9% | -213.7% | -12.2% |
| 1Y | +9.9% | +235.5% | -225.6% | +7.0% |
| All | +9.9% | +234.0% | -224.0% | +7.0% |
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