+281.8%
SIMO vs FRSH
-70.6%
+352.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.7% | +13.4% | +9.2% |
| 7D | +4.2% | -8.2% | +12.4% | +5.1% |
| 30D | +4.1% | +10.5% | -6.4% | +2.6% |
| 3M | -12.9% | +32.7% | -45.6% | -16.7% |
| 6M | +110.3% | +50.3% | +60.1% | +96.0% |
| YTD | +178.6% | +3.9% | +174.7% | +173.9% |
| 1Y | +220.0% | -2.2% | +222.1% | +217.5% |
| 3Y | +409.0% | -42.9% | +451.9% | +434.5% |
| All | +281.8% | -70.6% | +352.3% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling