+579.5%
SIMO vs USFR
+28.0%
+551.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +14.5% | +0.1% | +14.5% | +14.5% |
| 30D | +20.4% | +0.3% | +20.1% | +20.3% |
| 3M | +7.1% | +1.0% | +6.1% | +6.7% |
| 6M | +129.2% | +1.9% | +127.3% | +126.7% |
| YTD | +201.9% | +2.7% | +199.3% | +197.0% |
| 1Y | +235.5% | +4.0% | +231.5% | +226.9% |
| 3Y | +463.8% | +14.0% | +449.8% | +405.2% |
| 5Y | +306.7% | +20.4% | +286.3% | +247.2% |
| All | +579.5% | +28.0% | +551.4% | +410.4% |
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