+106.2%
SIMO vs FGI
-70.3%
+176.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -14.4% |
| 7D | -31.4% | -11.6% | -19.8% | -31.1% |
| 30D | -45.2% | -3.3% | -41.9% | -45.1% |
| 3M | -36.5% | +65.6% | -102.1% | -38.6% |
| 6M | -34.2% | -2.8% | -31.4% | -35.7% |
| YTD | +69.9% | +30.1% | +39.8% | +63.9% |
| 1Y | +60.4% | +50.2% | +10.3% | +54.6% |
| 3Y | +203.1% | -0.4% | +203.6% | +192.0% |
| All | +106.2% | -70.3% | +176.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling