+8.1%
FPS vs SIMO
+106.6%
-98.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.3% | -0.2% |
| 7D | +3.1% | +4.2% | -1.1% | +1.7% |
| 30D | -18.6% | +4.1% | -22.6% | -20.1% |
| 3M | -51.5% | -12.9% | -38.6% | -50.5% |
| 6M | -8.5% | +110.3% | -118.9% | -25.7% |
| All | +8.1% | +106.6% | -98.5% | -11.4% |
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