+389.1%
SIMO vs FND
+76.3%
+312.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +4.8% |
| 7D | -8.2% | +8.5% | -16.7% | -10.0% |
| 30D | -34.6% | +17.2% | -51.8% | -37.2% |
| 3M | -32.6% | -14.9% | -17.7% | -30.8% |
| 6M | -31.8% | +3.1% | -34.9% | -33.8% |
| YTD | +87.6% | -12.4% | +100.0% | +87.2% |
| 1Y | +86.7% | -10.0% | +96.7% | +84.6% |
| 3Y | +227.4% | -31.3% | +258.8% | +236.0% |
| 5Y | +173.0% | -60.3% | +233.3% | +206.9% |
| All | +389.1% | +76.3% | +312.8% | +260.5% |
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