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  • SIMO vs FIVE✓SelectedUSD · FIVESIMO vs FIVE performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,690.1%
FIVE return
+868.1%
Excess return
+1,822.0%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D+8.7%+5.1%+3.6%+7.6%
7D+4.2%+4.3%0.0%+3.3%
30D+4.1%+12.5%-8.4%+1.4%
3M-12.9%+31.2%-44.1%-18.2%
6M+110.3%+14.4%+96.0%+101.7%
YTD+178.6%+33.9%+144.7%+157.5%
1Y+220.0%+65.1%+154.9%+181.9%
3Y+409.0%+49.0%+360.1%+331.7%
5Y+277.3%+30.3%+247.0%+221.0%
10Y+506.6%+481.1%+25.5%+293.7%
All+2,690.1%+868.1%+1,822.0%+1,280.1%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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