+1,553.9%
SIMO vs FWONK
+274.4%
+1,279.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.3% |
| 7D | +14.6% | -2.1% | +16.7% | +15.1% |
| 30D | +6.2% | -7.7% | +13.9% | +8.2% |
| 3M | +3.6% | +9.3% | -5.7% | +0.6% |
| 6M | +130.8% | +13.3% | +117.4% | +121.1% |
| YTD | +195.8% | -3.6% | +199.4% | +194.8% |
| 1Y | +225.0% | -6.8% | +231.8% | +226.5% |
| 3Y | +452.3% | +43.9% | +408.4% | +391.9% |
| 5Y | +303.6% | +94.4% | +209.2% | +226.4% |
| 10Y | +528.8% | +353.8% | +175.0% | +282.5% |
| All | +1,553.9% | +274.4% | +1,279.4% | +846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling