+220.0%
SIMO vs FGI
+81.8%
+138.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.5% | +1.2% | +8.5% |
| 7D | +4.2% | +0.5% | +3.7% | +4.2% |
| 30D | +4.1% | +65.4% | -61.3% | +0.1% |
| 3M | -12.9% | +23.5% | -36.4% | -15.5% |
| 6M | +110.3% | +60.5% | +49.8% | +101.3% |
| YTD | +178.6% | +30.0% | +148.6% | +167.1% |
| 1Y | +220.0% | +82.1% | +137.9% | +209.3% |
| All | +220.0% | +81.8% | +138.2% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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