-33.3%
SIMO vs SFM
-37.6%
+4.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.0% | +2.9% |
| 7D | -22.0% | -1.2% | -20.8% | -21.7% |
| 30D | -43.0% | -24.8% | -18.3% | -45.2% |
| 3M | -39.1% | -43.7% | +4.6% | -42.0% |
| 6M | -33.3% | -37.3% | +4.0% | -34.9% |
| All | -33.3% | -37.6% | +4.4% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling