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  • SIMO vs FDS✓SelectedUSD · FDSSIMO vs FDS performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
FDS return
+958.9%
Excess return
+2,406.2%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+8.7%-3.5%+12.2%+10.2%
7D+4.2%-1.9%+6.1%+4.9%
30D+4.1%+9.0%-4.9%-0.6%
3M-12.9%+18.9%-31.7%-23.6%
6M+110.3%+35.1%+75.2%+68.2%
YTD+178.6%+5.5%+173.1%+148.6%
1Y+220.0%-16.8%+236.8%+218.2%
3Y+409.0%-28.1%+437.1%+438.9%
5Y+277.3%-17.4%+294.7%+254.3%
10Y+506.6%+85.4%+421.2%+222.0%
All+3,365.1%+958.9%+2,406.2%+581.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling