+1,302.9%
SIMO vs USFR
+28.5%
+1,274.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -8.5% | +0.1% | -8.5% | -8.5% |
| 30D | -34.8% | +0.4% | -35.2% | -34.8% |
| 3M | -32.8% | +1.1% | -33.9% | -32.9% |
| 6M | -32.0% | +2.0% | -34.0% | -32.2% |
| YTD | +87.0% | +3.4% | +83.6% | +86.1% |
| 1Y | +86.1% | +4.1% | +82.0% | +85.0% |
| 3Y | +226.4% | +14.3% | +212.1% | +218.3% |
| 5Y | +172.1% | +21.3% | +150.8% | +162.2% |
| 10Y | +408.0% | +28.5% | +379.5% | +382.6% |
| All | +1,302.9% | +28.5% | +1,274.4% | +1,157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling