+287.9%
SIMO vs FWONK
+95.7%
+192.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.2% |
| 7D | +12.5% | -1.5% | +14.1% | +12.8% |
| 30D | +18.4% | -6.8% | +25.2% | +19.8% |
| 3M | +5.6% | +7.7% | -2.1% | +3.2% |
| 6M | +116.9% | +11.0% | +106.0% | +109.6% |
| YTD | +188.4% | -3.1% | +191.5% | +188.0% |
| 1Y | +221.3% | -3.5% | +224.7% | +220.9% |
| 3Y | +438.6% | +44.6% | +394.0% | +387.5% |
| 5Y | +287.9% | +98.3% | +189.6% | +201.3% |
| All | +287.9% | +95.7% | +192.2% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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