-54.4%
FPS vs SIMO
-29.1%
-25.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.2% | +2.8% | +4.2% |
| 7D | -24.5% | -22.0% | -2.5% | -10.0% |
| 30D | -52.1% | -43.0% | -9.0% | -31.5% |
| 3M | -48.4% | -39.1% | -9.2% | -29.4% |
| 6M | -54.4% | -33.3% | -21.1% | -37.4% |
| All | -54.4% | -29.1% | -25.3% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling