+434.6%
SIMO vs FFIV
+130.1%
+304.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.3% |
| 7D | +0.9% | -2.9% | +3.9% | +2.7% |
| 30D | -25.4% | -32.4% | +7.0% | -12.1% |
| 3M | -17.8% | -22.7% | +4.9% | -9.2% |
| 6M | -29.6% | -10.7% | -18.9% | -27.3% |
| YTD | +100.3% | +25.4% | +74.9% | +77.5% |
| 1Y | +100.4% | +34.2% | +66.2% | +72.1% |
| 3Y | +246.1% | +101.2% | +144.9% | +150.1% |
| 5Y | +189.8% | +42.0% | +147.8% | +137.5% |
| 10Y | +434.6% | +126.7% | +307.9% | +233.0% |
| All | +434.6% | +130.1% | +304.5% | +233.0% |
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