+2,013.4%
SIMO vs FFIV
+1,234.2%
+779.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.5% | -8.9% | -12.2% |
| 7D | -31.4% | -14.2% | -17.2% | -26.7% |
| 30D | -45.2% | -33.6% | -11.5% | -36.1% |
| 3M | -36.5% | -24.2% | -12.3% | -30.0% |
| 6M | -34.2% | -8.3% | -25.9% | -32.7% |
| YTD | +69.9% | +22.1% | +47.8% | +55.0% |
| 1Y | +60.4% | +26.5% | +33.9% | +44.1% |
| 3Y | +203.1% | +102.3% | +100.8% | +125.7% |
| 5Y | +145.4% | +40.6% | +104.8% | +105.1% |
| 10Y | +368.9% | +129.7% | +239.2% | +211.6% |
| All | +2,013.4% | +1,234.2% | +779.2% | +585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling