+3,365.1%
SIMO vs FLR
+134.4%
+3,230.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.3% | +11.0% | +9.4% |
| 7D | +4.2% | +5.4% | -1.2% | +2.4% |
| 30D | +4.1% | +11.4% | -7.3% | -0.2% |
| 3M | -12.9% | +11.4% | -24.3% | -15.4% |
| 6M | +110.3% | +16.6% | +93.7% | +99.9% |
| YTD | +178.6% | +41.7% | +136.9% | +149.0% |
| 1Y | +220.0% | +35.4% | +184.6% | +189.3% |
| 3Y | +409.0% | +57.3% | +351.7% | +321.0% |
| 5Y | +277.3% | +241.0% | +36.3% | +134.6% |
| 10Y | +506.6% | +16.6% | +490.0% | +330.7% |
| All | +3,365.1% | +134.4% | +3,230.7% | +1,486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling