+221.3%
SIMO vs FND
-45.8%
+267.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | +12.5% | -5.1% | +17.6% | +12.8% |
| 30D | +18.4% | -22.5% | +40.9% | +19.7% |
| 3M | +5.6% | -5.0% | +10.6% | +4.0% |
| 6M | +116.9% | -21.5% | +138.4% | +121.2% |
| YTD | +188.4% | -23.0% | +211.4% | +187.9% |
| 1Y | +221.3% | -44.9% | +266.2% | +280.5% |
| All | +221.3% | -45.8% | +267.1% | +280.5% |
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 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