+124.3%
SIMO vs FGI
-74.8%
+199.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -25.2% | +19.6% | -4.9% |
| 7D | +4.1% | -14.4% | +18.5% | +4.5% |
| 30D | -24.0% | -11.8% | -12.2% | -23.7% |
| 3M | -31.8% | -46.2% | +14.5% | -30.9% |
| 6M | -36.9% | +5.2% | -42.1% | -38.4% |
| YTD | +84.8% | +10.5% | +74.3% | +79.0% |
| 1Y | +99.0% | +25.5% | +73.5% | +92.6% |
| 3Y | +217.9% | -16.0% | +233.9% | +207.7% |
| All | +124.3% | -74.8% | +199.1% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling