+156.7%
SIMO vs FLR
+93.7%
+63.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.8% | +3.0% |
| 7D | -22.0% | -0.8% | -21.2% | -21.5% |
| 30D | -43.0% | -9.1% | -33.9% | -40.7% |
| 3M | -39.1% | -4.7% | -34.5% | -38.1% |
| 6M | -33.3% | -14.2% | -19.0% | -29.7% |
| YTD | +77.0% | +17.3% | +59.7% | +70.4% |
| 1Y | +73.0% | +4.3% | +68.7% | +71.9% |
| 3Y | +215.7% | +30.7% | +185.0% | +185.2% |
| All | +156.7% | +93.7% | +63.1% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling