+687.2%
SIMO vs FND
+57.3%
+629.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +14.5% | -0.8% | +15.3% | +14.6% |
| 30D | +20.4% | -19.6% | +40.0% | +26.0% |
| 3M | +7.1% | -4.3% | +11.5% | +6.7% |
| 6M | +129.2% | -20.4% | +149.7% | +136.8% |
| YTD | +201.9% | -21.9% | +223.8% | +211.0% |
| 1Y | +235.5% | -45.2% | +280.7% | +275.6% |
| 3Y | +463.8% | -49.2% | +513.1% | +523.5% |
| 5Y | +306.7% | -61.8% | +368.5% | +362.1% |
| All | +687.2% | +57.3% | +629.9% | +498.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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