-28.6%
SIMO vs FFIV
-10.8%
-17.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.3% |
| 7D | +0.9% | -2.9% | +3.9% | +2.5% |
| 30D | -25.4% | -32.4% | +7.0% | -15.9% |
| 3M | -17.8% | -22.7% | +4.9% | -15.8% |
| All | -28.6% | -10.8% | -17.9% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling