+85.2%
SIMO vs USFR
+4.1%
+81.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -8.2% | +0.1% | -8.2% | -6.8% |
| 30D | -34.6% | +0.4% | -35.0% | -28.4% |
| 3M | -32.6% | +1.1% | -33.7% | -7.3% |
| 6M | -31.8% | +2.0% | -33.8% | +31.6% |
| YTD | +87.6% | +3.4% | +84.2% | +242.3% |
| All | +85.2% | +4.1% | +81.1% | +176.0% |
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