+156.7%
SIMO vs FND
-61.6%
+218.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | -22.0% | +7.7% | -29.7% | -23.2% |
| 30D | -43.0% | +11.9% | -54.9% | -44.5% |
| 3M | -39.1% | -14.6% | -24.6% | -37.7% |
| 6M | -33.3% | +0.5% | -33.7% | -34.7% |
| YTD | +77.0% | -15.8% | +92.8% | +78.3% |
| 1Y | +73.0% | -12.9% | +85.9% | +72.6% |
| 3Y | +215.7% | -34.2% | +249.9% | +228.3% |
| All | +156.7% | -61.6% | +218.3% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling