+408.0%
SIMO vs FFIV
+132.4%
+275.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.7% |
| 7D | -8.5% | -2.1% | -6.4% | -7.2% |
| 30D | -34.8% | -33.8% | -1.0% | -22.4% |
| 3M | -32.8% | -20.6% | -12.2% | -26.9% |
| 6M | -32.0% | -10.2% | -21.8% | -30.0% |
| YTD | +87.0% | +24.5% | +62.5% | +66.2% |
| 1Y | +86.1% | +29.3% | +56.8% | +62.4% |
| 3Y | +226.4% | +103.8% | +122.6% | +134.5% |
| 5Y | +172.1% | +40.9% | +131.3% | +123.8% |
| 10Y | +408.0% | +126.6% | +281.4% | +214.7% |
| All | +408.0% | +132.4% | +275.6% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling