+99.0%
SIMO vs FFIV
+28.7%
+70.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.1% |
| 7D | +4.1% | -0.5% | +4.7% | +4.6% |
| 30D | -24.0% | -32.4% | +8.4% | -10.0% |
| 3M | -31.8% | -25.7% | -6.1% | -24.4% |
| 6M | -36.9% | -13.5% | -23.4% | -36.3% |
| YTD | +84.8% | +21.1% | +63.7% | +65.4% |
| 1Y | +99.0% | +29.4% | +69.6% | +75.2% |
| All | +99.0% | +28.7% | +70.3% | +75.2% |
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 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