+409.6%
SIMO vs FLR
+17.5%
+392.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.3% | -2.6% | +4.1% |
| 7D | -8.2% | +8.5% | -16.7% | -9.4% |
| 30D | -34.6% | -0.7% | -33.9% | -34.2% |
| 3M | -32.6% | -11.7% | -20.9% | -30.8% |
| 6M | -31.8% | +16.2% | -48.0% | -33.0% |
| YTD | +87.6% | +27.0% | +60.6% | +80.7% |
| 1Y | +86.7% | +10.1% | +76.6% | +84.1% |
| 3Y | +227.4% | +46.2% | +181.3% | +204.1% |
| 5Y | +173.0% | +121.4% | +51.6% | +135.8% |
| 10Y | +409.6% | +11.0% | +398.6% | +364.7% |
| All | +409.6% | +17.5% | +392.1% | +364.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling