+415.5%
SIMO vs SFM
+108.0%
+307.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.9% | +5.8% | +8.6% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | +4.1% | -4.4% | +8.5% | +4.3% |
| 3M | -12.9% | +1.5% | -14.4% | -13.0% |
| 6M | +110.3% | +6.5% | +103.9% | +109.1% |
| YTD | +178.6% | +2.2% | +176.4% | +177.7% |
| 1Y | +220.0% | -41.9% | +261.9% | +243.0% |
| All | +415.5% | +108.0% | +307.5% | +371.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling