+218.5%
SIMO vs FFIV
+102.8%
+115.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -16.0% | -4.2% | -11.8% | -13.8% |
| 30D | -35.8% | -33.9% | -1.9% | -21.7% |
| 3M | -26.5% | -22.6% | -3.9% | -18.7% |
| 6M | -33.0% | -10.4% | -22.6% | -31.9% |
| YTD | +84.3% | +24.3% | +60.0% | +57.6% |
| 1Y | +82.0% | +31.8% | +50.2% | +50.7% |
| 3Y | +218.5% | +99.5% | +119.0% | +148.1% |
| All | +218.5% | +102.8% | +115.6% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling