+84.6%
SIMO vs SFM
-37.1%
+121.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.9% |
| 7D | -8.5% | -10.2% | +1.8% | -10.6% |
| 30D | -34.8% | -23.9% | -10.9% | -37.1% |
| 3M | -32.8% | -42.3% | +9.4% | -37.2% |
| 6M | -32.0% | -40.1% | +8.1% | -35.6% |
| YTD | +87.0% | -37.8% | +124.8% | +79.4% |
| All | +84.6% | -37.1% | +121.7% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling