+295.2%
SIMO vs FRSH
-72.6%
+367.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | +12.5% | -11.2% | +23.7% | +13.8% |
| 30D | +18.4% | -0.8% | +19.3% | +18.1% |
| 3M | +5.6% | +26.4% | -20.8% | +1.4% |
| 6M | +116.9% | +48.4% | +68.5% | +101.8% |
| YTD | +188.4% | -3.1% | +191.5% | +185.5% |
| 1Y | +221.3% | -8.7% | +230.0% | +221.0% |
| 3Y | +438.6% | -45.8% | +484.4% | +468.2% |
| All | +295.2% | -72.6% | +367.8% | +311.5% |
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