+216.0%
SIMO vs FIGR
+5.9%
+210.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +14.5% | +14.9% | -0.3% | +12.8% |
| 30D | +20.4% | +32.3% | -11.8% | +16.1% |
| 3M | +7.1% | +34.8% | -27.7% | +3.0% |
| 6M | +129.2% | +16.8% | +112.5% | +121.9% |
| YTD | +201.9% | -6.7% | +208.6% | +183.7% |
| All | +216.0% | +5.9% | +210.1% | +184.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling