+100.5%
SIMO vs FLR
+2.5%
+98.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.1% |
| 7D | -16.9% | +1.4% | -18.2% | -17.3% |
| 30D | -35.4% | -5.9% | -29.4% | -32.6% |
| 3M | -31.9% | -7.6% | -24.2% | -29.1% |
| 6M | -19.3% | -9.3% | -10.0% | -15.4% |
| YTD | +98.5% | +20.1% | +78.3% | +84.4% |
| 1Y | +100.5% | +3.0% | +97.5% | +105.5% |
| All | +100.5% | +2.5% | +98.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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