+2,101.2%
SIMO vs FDS
+1,049.8%
+1,051.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.8% | +5.6% |
| 7D | -22.0% | -0.5% | -21.5% | -22.3% |
| 30D | -43.0% | +20.2% | -63.3% | -48.1% |
| 3M | -39.1% | +19.9% | -59.0% | -45.6% |
| 6M | -33.3% | +56.2% | -89.4% | -51.0% |
| YTD | +77.0% | +14.6% | +62.4% | +48.5% |
| 1Y | +73.0% | +31.6% | +41.4% | +33.5% |
| 3Y | +215.7% | -23.8% | +239.5% | +219.0% |
| 5Y | +155.6% | -22.6% | +178.2% | +147.0% |
| 10Y | +388.4% | +139.3% | +249.0% | +118.9% |
| All | +2,101.2% | +1,049.8% | +1,051.4% | +306.9% |
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 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