+408.0%
SIMO vs SFM
+146.8%
+261.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.7% |
| 7D | -8.5% | -10.2% | +1.8% | -8.5% |
| 30D | -34.8% | -23.9% | -10.9% | -34.7% |
| 3M | -32.8% | -42.3% | +9.4% | -32.4% |
| 6M | -32.0% | -40.1% | +8.1% | -31.7% |
| YTD | +87.0% | -37.8% | +124.8% | +87.7% |
| 1Y | +86.1% | -37.1% | +123.2% | +86.6% |
| 3Y | +226.4% | +21.5% | +204.9% | +226.1% |
| 5Y | +172.1% | +103.8% | +68.4% | +163.2% |
| 10Y | +408.0% | +142.0% | +266.0% | +366.8% |
| All | +408.0% | +146.8% | +261.2% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling