+127.7%
SIMO vs FGI
-70.0%
+197.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.6% |
| 7D | -8.2% | -1.4% | -6.8% | -8.1% |
| 30D | -34.6% | -3.2% | -31.4% | -34.5% |
| 3M | -32.6% | +64.1% | -96.7% | -34.8% |
| 6M | -31.8% | +17.2% | -49.0% | -33.6% |
| YTD | +87.6% | +31.6% | +56.0% | +80.9% |
| 1Y | +86.7% | +45.1% | +41.6% | +79.9% |
| 3Y | +227.4% | -2.0% | +229.4% | +215.6% |
| All | +127.7% | -70.0% | +197.7% | +125.6% |
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