+90.8%
FOXA vs SIMO
+621.1%
-530.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.7% | -12.1% | -4.3% |
| 7D | -4.0% | +4.2% | -8.2% | -4.5% |
| 30D | +12.0% | +4.1% | +7.9% | +11.2% |
| 3M | +0.3% | -12.9% | +13.1% | +0.1% |
| 6M | +12.5% | +110.3% | -97.9% | -2.8% |
| YTD | -9.6% | +178.6% | -188.2% | -26.7% |
| 1Y | +8.6% | +220.0% | -211.4% | -14.7% |
| 3Y | +118.5% | +409.0% | -290.5% | +52.4% |
| 5Y | +88.8% | +277.3% | -188.6% | +34.2% |
| All | +90.8% | +621.1% | -530.2% | +2.6% |
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