+153.3%
SIMO vs FRSH
-70.7%
+224.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | +4.6% | -0.5% | +3.6% |
| 30D | -24.0% | -7.5% | -16.5% | -23.4% |
| 3M | -31.8% | -0.1% | -31.7% | -32.0% |
| 6M | -36.9% | +54.5% | -91.4% | -41.4% |
| YTD | +84.8% | +3.4% | +81.4% | +81.5% |
| 1Y | +99.0% | +6.4% | +92.6% | +94.3% |
| 3Y | +217.9% | -26.3% | +244.2% | +221.8% |
| 5Y | +171.5% | -66.4% | +237.9% | +178.3% |
| All | +153.3% | -70.7% | +224.0% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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