+170.0%
SIMO vs SFM
+116.0%
+54.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.5% |
| 7D | +4.1% | +6.0% | -1.9% | +4.5% |
| 30D | -24.0% | -19.5% | -4.5% | -24.5% |
| 3M | -31.8% | -37.0% | +5.3% | -32.7% |
| 6M | -36.9% | -41.0% | +4.1% | -37.8% |
| YTD | +84.8% | -34.6% | +119.5% | +83.1% |
| 1Y | +99.0% | -36.3% | +135.3% | +97.1% |
| 3Y | +217.9% | +24.5% | +193.4% | +254.5% |
| All | +170.0% | +116.0% | +54.0% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling