+100.4%
SIMO vs FFIV
+32.9%
+67.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.2% |
| 7D | +0.9% | -2.9% | +3.9% | +3.0% |
| 30D | -25.4% | -32.4% | +7.0% | -11.0% |
| 3M | -17.8% | -22.7% | +4.9% | -11.0% |
| 6M | -29.6% | -10.7% | -18.9% | -30.3% |
| YTD | +100.3% | +25.4% | +74.9% | +74.6% |
| 1Y | +100.4% | +34.2% | +66.2% | +71.0% |
| All | +100.4% | +32.9% | +67.5% | +71.0% |
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 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