+218.5%
SIMO vs FGI
-3.4%
+221.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -16.0% | -4.1% | -11.9% | -15.9% |
| 30D | -35.8% | -3.4% | -32.4% | -35.7% |
| 3M | -26.5% | +61.8% | -88.3% | -28.7% |
| 6M | -33.0% | +17.0% | -50.0% | -34.7% |
| YTD | +84.3% | +31.4% | +52.9% | +78.2% |
| 1Y | +82.0% | +42.7% | +39.3% | +76.2% |
| 3Y | +218.5% | -0.1% | +218.6% | +216.2% |
| All | +218.5% | -3.4% | +221.8% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling