+244.6%
SIMO vs FDS
-22.8%
+267.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.7% | +5.9% | +9.4% |
| 7D | +0.9% | -2.1% | +3.1% | +0.3% |
| 30D | -25.4% | +16.0% | -41.4% | -22.0% |
| 3M | -17.8% | +18.8% | -36.6% | -12.6% |
| 6M | -29.6% | +54.1% | -83.7% | -24.9% |
| YTD | +100.3% | +17.0% | +83.3% | +126.4% |
| 1Y | +100.4% | +25.5% | +74.8% | +121.3% |
| All | +244.6% | -22.8% | +267.3% | +343.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling