+1,757.7%
SIMO vs SFM
+40.3%
+1,717.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.0% | +4.3% |
| 7D | -22.0% | -1.2% | -20.8% | -22.0% |
| 30D | -43.0% | -24.8% | -18.3% | -42.7% |
| 3M | -39.1% | -43.7% | +4.6% | -38.1% |
| 6M | -33.3% | -37.3% | +4.0% | -32.5% |
| YTD | +77.0% | -38.4% | +115.3% | +78.7% |
| 1Y | +73.0% | -36.9% | +109.9% | +74.4% |
| 3Y | +215.7% | +20.7% | +195.1% | +208.9% |
| 5Y | +155.6% | +103.5% | +52.2% | +137.9% |
| 10Y | +388.4% | +139.7% | +248.6% | +328.4% |
| All | +1,757.7% | +40.3% | +1,717.5% | +1,601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling