+2,824.4%
SIMO vs SFM
+132.6%
+2,691.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +109.2% |
| YTD | +178.6% | +2.2% | +176.4% | +177.2% |
| 1Y | +220.0% | -41.9% | +261.9% | +228.5% |
| 3Y | +409.0% | +106.8% | +302.3% | +389.9% |
| 5Y | +277.3% | +231.6% | +45.7% | +246.3% |
| 10Y | +506.6% | +258.4% | +248.2% | +429.0% |
| All | +2,824.4% | +132.6% | +2,691.8% | +2,538.5% |
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