+99.0%
SIMO vs FLR
+8.4%
+90.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.9% |
| 7D | +4.1% | +5.4% | -1.3% | +0.7% |
| 30D | -24.0% | +2.8% | -26.8% | -24.5% |
| 3M | -31.8% | -6.4% | -25.4% | -29.1% |
| 6M | -36.9% | +8.8% | -45.7% | -37.2% |
| YTD | +84.8% | +23.6% | +61.2% | +75.0% |
| 1Y | +99.0% | +13.8% | +85.2% | +95.6% |
| All | +99.0% | +8.4% | +90.6% | +95.6% |
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