+388.8%
SIMO vs FFIV
+118.6%
+270.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.4% |
| 7D | +4.1% | -0.5% | +4.7% | +4.5% |
| 30D | -24.0% | -32.4% | +8.4% | -10.5% |
| 3M | -31.8% | -25.7% | -6.1% | -23.2% |
| 6M | -36.9% | -13.5% | -23.4% | -33.8% |
| YTD | +84.8% | +21.1% | +63.7% | +66.5% |
| 1Y | +99.0% | +29.4% | +69.6% | +73.9% |
| 3Y | +217.9% | +94.9% | +123.0% | +133.3% |
| 5Y | +171.5% | +34.7% | +136.7% | +128.1% |
| All | +388.8% | +118.6% | +270.2% | +211.6% |
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