+217.9%
SIMO vs USFR
+14.4%
+203.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.3% |
| 7D | +4.1% | +0.1% | +4.1% | +4.9% |
| 30D | -24.0% | +0.4% | -24.3% | -20.4% |
| 3M | -31.8% | +1.1% | -32.8% | -21.5% |
| 6M | -36.9% | +2.0% | -38.9% | -16.7% |
| YTD | +84.8% | +3.5% | +81.4% | +170.3% |
| 1Y | +99.0% | +4.1% | +94.9% | +202.6% |
| 3Y | +217.9% | +14.4% | +203.6% | +431.7% |
| All | +217.9% | +14.4% | +203.6% | +431.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling