+187.6%
SIMO vs FDS
-23.2%
+210.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.4% |
| 7D | +14.9% | -2.6% | +17.4% | +14.4% |
| 30D | -27.0% | +14.1% | -41.0% | -25.7% |
| 3M | -25.4% | +19.8% | -45.2% | -23.4% |
| 6M | -30.3% | +55.0% | -85.2% | -30.6% |
| YTD | +95.8% | +15.9% | +79.9% | +107.0% |
| 1Y | +100.0% | +24.2% | +75.8% | +107.0% |
| 3Y | +238.3% | -24.0% | +262.3% | +301.1% |
| 5Y | +187.6% | -23.3% | +210.9% | +264.9% |
| All | +187.6% | -23.2% | +210.8% | +264.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling