+384.8%
SIMO vs FFIV
+126.1%
+258.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | -22.0% | -8.1% | -13.9% | -18.5% |
| 30D | -43.0% | -33.4% | -9.7% | -32.4% |
| 3M | -39.1% | -24.7% | -14.4% | -32.1% |
| 6M | -33.3% | -8.8% | -24.4% | -31.8% |
| YTD | +77.0% | +21.8% | +55.2% | +58.8% |
| 1Y | +73.0% | +25.3% | +47.7% | +53.1% |
| 3Y | +215.7% | +101.2% | +114.6% | +128.2% |
| 5Y | +155.6% | +40.2% | +115.4% | +110.6% |
| All | +384.8% | +126.1% | +258.7% | +196.2% |
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