+417.8%
SIMO vs FLR
+8.6%
+409.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | +14.9% | +10.1% | +4.8% | +12.8% |
| 30D | -27.0% | -0.5% | -26.5% | -26.6% |
| 3M | -25.4% | -4.8% | -20.6% | -24.4% |
| 6M | -30.3% | +10.7% | -41.0% | -30.8% |
| YTD | +95.8% | +25.0% | +70.8% | +89.2% |
| 1Y | +100.0% | +8.3% | +91.7% | +97.9% |
| 3Y | +238.3% | +36.8% | +201.4% | +217.3% |
| 5Y | +187.6% | +121.8% | +65.8% | +148.5% |
| All | +417.8% | +8.6% | +409.2% | +372.1% |
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