+1,989.7%
SIMO vs USFR
+27.5%
+1,962.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | +0.1% | +4.2% | +4.2% |
| 30D | +4.1% | +0.3% | +3.8% | +4.1% |
| 3M | -12.9% | +1.0% | -13.9% | -13.0% |
| 6M | +110.3% | +1.9% | +108.4% | +109.8% |
| YTD | +178.6% | +2.6% | +176.0% | +177.5% |
| 1Y | +220.0% | +4.0% | +216.0% | +218.0% |
| 3Y | +409.0% | +14.1% | +394.9% | +396.2% |
| 5Y | +277.3% | +20.4% | +256.9% | +263.8% |
| 10Y | +506.6% | +28.0% | +478.6% | +476.7% |
| All | +1,989.7% | +27.5% | +1,962.2% | +1,774.5% |
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