+85.2%
SIMO vs FND
-10.2%
+95.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +5.9% |
| 7D | -8.2% | +8.5% | -16.7% | -7.3% |
| 30D | -34.6% | +17.2% | -51.8% | -33.6% |
| 3M | -32.6% | -14.9% | -17.7% | -31.8% |
| 6M | -31.8% | +3.1% | -34.9% | -31.3% |
| YTD | +87.6% | -12.4% | +100.0% | +88.5% |
| All | +85.2% | -10.2% | +95.5% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling