+100.5%
SIMO vs FFIV
+33.5%
+67.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | -16.9% | -9.8% | -7.1% | -12.4% |
| 30D | -35.4% | -28.1% | -7.3% | -25.9% |
| 3M | -31.9% | -20.0% | -11.9% | -27.9% |
| 6M | -19.3% | -0.1% | -19.3% | -26.2% |
| YTD | +98.5% | +29.2% | +69.3% | +67.1% |
| 1Y | +100.5% | +36.6% | +63.9% | +64.1% |
| All | +100.5% | +33.5% | +67.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling