+408.0%
SIMO vs FDS
+135.1%
+272.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.7% |
| 7D | -8.5% | -5.0% | -3.5% | -8.0% |
| 30D | -34.8% | +13.8% | -48.6% | -36.3% |
| 3M | -32.8% | +14.8% | -47.7% | -34.9% |
| 6M | -32.0% | +47.4% | -79.4% | -40.1% |
| YTD | +87.0% | +14.2% | +72.9% | +77.7% |
| 1Y | +86.1% | +26.6% | +59.4% | +69.1% |
| 3Y | +226.4% | -24.4% | +250.8% | +256.8% |
| 5Y | +172.1% | -22.6% | +194.8% | +189.5% |
| 10Y | +408.0% | +130.0% | +278.0% | +236.9% |
| All | +408.0% | +135.1% | +272.9% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling