-33.3%
SIMO vs FDS
+53.0%
-86.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.8% | +0.3% |
| 7D | -22.0% | -0.5% | -21.5% | -21.6% |
| 30D | -43.0% | +20.2% | -63.3% | -29.9% |
| 3M | -39.1% | +19.9% | -59.0% | -22.9% |
| 6M | -33.3% | +56.2% | -89.4% | +11.4% |
| All | -33.3% | +53.0% | -86.3% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling