+84.6%
SIMO vs FDS
+26.9%
+57.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.5% |
| 7D | -8.5% | -5.0% | -3.5% | -10.8% |
| 30D | -34.8% | +13.8% | -48.6% | -29.0% |
| 3M | -32.8% | +14.8% | -47.7% | -24.9% |
| 6M | -32.0% | +47.4% | -79.4% | -15.9% |
| YTD | +87.0% | +14.2% | +72.9% | +128.6% |
| All | +84.6% | +26.9% | +57.7% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling