+238.1%
SIMO vs FGI
-70.4%
+308.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | -12.9% | +23.5% | -36.4% | -15.1% |
| 6M | +110.3% | +60.5% | +49.8% | +102.8% |
| YTD | +178.6% | +30.0% | +148.6% | +169.1% |
| 1Y | +220.0% | +82.1% | +137.9% | +207.1% |
| 3Y | +409.0% | -4.4% | +413.4% | +391.6% |
| All | +238.1% | -70.4% | +308.4% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling