+407.5%
SIMO vs FDS
+127.5%
+280.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -16.0% | -2.0% | -14.0% | -15.9% |
| 30D | -35.8% | +13.5% | -49.3% | -37.2% |
| 3M | -26.5% | +15.2% | -41.6% | -28.8% |
| 6M | -33.0% | +47.0% | -80.1% | -41.0% |
| YTD | +84.3% | +13.9% | +70.5% | +75.1% |
| 1Y | +82.0% | +25.2% | +56.8% | +66.0% |
| 3Y | +218.5% | -25.3% | +243.8% | +249.6% |
| 5Y | +175.0% | -23.3% | +198.3% | +193.5% |
| 10Y | +407.5% | +126.0% | +281.5% | +234.2% |
| All | +407.5% | +127.5% | +280.0% | +234.2% |
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