-23.7%
FPS vs SIMO
+37.1%
-60.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +2.6% |
| 7D | +13.6% | +4.1% | +9.4% | +12.1% |
| 30D | -32.4% | -24.0% | -8.4% | -21.7% |
| 3M | -41.1% | -31.8% | -9.3% | -29.0% |
| 6M | -51.4% | -36.9% | -14.5% | -40.5% |
| All | -23.7% | +37.1% | -60.8% | -23.9% |
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