+410.4%
SIMO vs FND
+61.4%
+349.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.3% |
| 7D | +14.9% | -5.1% | +20.0% | +16.2% |
| 30D | -27.0% | +9.2% | -36.2% | -28.9% |
| 3M | -25.4% | -17.7% | -7.7% | -22.9% |
| 6M | -30.3% | +2.5% | -32.7% | -32.3% |
| YTD | +95.8% | -19.8% | +115.6% | +99.0% |
| 1Y | +100.0% | -22.7% | +122.7% | +104.8% |
| 3Y | +238.3% | -38.3% | +276.6% | +255.2% |
| 5Y | +187.6% | -63.0% | +250.5% | +227.8% |
| All | +410.4% | +61.4% | +349.0% | +283.2% |
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