-22.6%
FPS vs SIMO
+47.2%
-69.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.6% | -7.7% | -13.1% |
| 7D | -23.3% | -16.9% | -6.5% | -16.6% |
| 30D | -42.4% | -35.4% | -7.0% | -30.9% |
| 3M | -43.0% | -31.9% | -11.2% | -33.3% |
| 6M | -44.5% | -19.3% | -25.2% | -36.3% |
| All | -22.6% | +47.2% | -69.8% | -26.2% |
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 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