+313.8%
SIMO vs FRSH
-72.4%
+386.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.2% |
| 7D | +14.5% | -9.6% | +24.1% | +15.6% |
| 30D | +20.4% | -0.4% | +20.8% | +20.1% |
| 3M | +7.1% | +27.2% | -20.1% | +2.7% |
| 6M | +129.2% | +42.2% | +87.1% | +114.6% |
| YTD | +201.9% | -2.6% | +204.6% | +198.8% |
| 1Y | +235.5% | -10.2% | +245.7% | +236.2% |
| 3Y | +463.8% | -45.5% | +509.4% | +494.5% |
| All | +313.8% | -72.4% | +386.2% | +330.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling