-22.1%
FPS vs SIMO
+38.7%
-60.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.7% | +10.3% | +13.3% |
| 7D | -8.0% | -8.5% | +0.5% | -2.5% |
| 30D | -43.5% | -34.8% | -8.7% | -31.3% |
| 3M | -41.6% | -32.8% | -8.8% | -29.8% |
| 6M | -44.0% | -32.0% | -12.0% | -32.5% |
| All | -22.1% | +38.7% | -60.8% | -22.9% |
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