-25.9%
FPS vs SIMO
+36.7%
-62.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.2% | -4.1% |
| 7D | -20.9% | -16.0% | -4.8% | -13.1% |
| 30D | -46.3% | -35.8% | -10.6% | -34.2% |
| 3M | -42.9% | -26.5% | -16.4% | -32.9% |
| 6M | -46.8% | -33.0% | -13.8% | -35.4% |
| All | -25.9% | +36.7% | -62.7% | -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