+409.6%
SIMO vs USFR
+28.5%
+381.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -8.2% | +0.1% | -8.2% | -8.2% |
| 30D | -34.6% | +0.4% | -35.0% | -34.7% |
| 3M | -32.6% | +1.1% | -33.7% | -32.9% |
| 6M | -31.8% | +2.0% | -33.8% | -32.3% |
| YTD | +87.6% | +3.4% | +84.2% | +84.7% |
| 1Y | +86.7% | +4.1% | +82.6% | +83.1% |
| 3Y | +227.4% | +14.3% | +213.1% | +199.2% |
| 5Y | +173.0% | +21.3% | +151.7% | +138.5% |
| 10Y | +409.6% | +28.5% | +381.2% | +309.4% |
| All | +409.6% | +28.5% | +381.2% | +309.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling