+220.0%
SIMO vs USFR
+4.0%
+216.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +9.5% |
| 7D | +4.2% | +0.1% | +4.2% | +6.6% |
| 30D | +4.1% | +0.3% | +3.8% | +17.8% |
| 3M | -12.9% | +1.0% | -13.9% | +29.4% |
| 6M | +110.3% | +1.9% | +108.4% | +265.2% |
| YTD | +178.6% | +2.6% | +176.0% | +409.0% |
| 1Y | +220.0% | +4.0% | +216.0% | +729.5% |
| All | +220.0% | +4.0% | +216.0% | +729.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling