+481.4%
SIMO vs FDS
+87.3%
+394.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.5% | +12.2% | +9.3% |
| 7D | +4.2% | -1.9% | +6.1% | +4.5% |
| 30D | +4.1% | +9.0% | -4.9% | +2.1% |
| 3M | -12.9% | +18.9% | -31.7% | -17.6% |
| 6M | +110.3% | +35.1% | +75.2% | +88.1% |
| YTD | +178.6% | +5.5% | +173.1% | +169.2% |
| 1Y | +220.0% | -16.8% | +236.8% | +234.8% |
| 3Y | +409.0% | -28.1% | +437.1% | +458.9% |
| 5Y | +277.3% | -17.4% | +294.7% | +281.7% |
| All | +481.4% | +87.3% | +394.1% | +318.9% |
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