+111.5%
SIMO vs FWONK
+14.5%
+97.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +7.8% |
| 7D | +4.2% | -6.2% | +10.4% | +0.3% |
| 30D | +4.1% | -0.6% | +4.7% | +4.1% |
| 3M | -12.9% | +11.1% | -24.0% | -8.9% |
| All | +111.5% | +14.5% | +97.0% | +120.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling