+270.1%
SIMO vs FFIV
+91.3%
+178.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.9% |
| 7D | +4.2% | -1.0% | +5.2% | +4.7% |
| 30D | +4.1% | -5.1% | +9.2% | +6.5% |
| 3M | -12.9% | -4.5% | -8.4% | -10.9% |
| 6M | +110.3% | +36.5% | +73.9% | +83.9% |
| YTD | +178.6% | +53.0% | +125.6% | +130.7% |
| 1Y | +220.0% | +24.2% | +195.8% | +187.2% |
| 3Y | +409.0% | +137.2% | +271.8% | +263.8% |
| All | +270.1% | +91.3% | +178.8% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling