+92.9%
SIMO vs FIGR
-35.2%
+128.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.1% |
| 7D | -16.0% | +5.6% | -21.6% | -16.6% |
| 30D | -35.8% | -18.2% | -17.5% | -34.2% |
| 3M | -26.5% | -19.0% | -7.5% | -25.2% |
| 6M | -33.0% | -38.0% | +5.0% | -30.3% |
| YTD | +84.3% | -42.9% | +127.2% | +82.7% |
| 1Y | +82.0% | -37.9% | +119.9% | +75.7% |
| All | +92.9% | -35.2% | +128.1% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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