+1,227.5%
SIMO vs USFR
+28.5%
+1,199.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | -22.0% | +0.1% | -22.1% | -22.0% |
| 30D | -43.0% | +0.4% | -43.4% | -43.1% |
| 3M | -39.1% | +1.1% | -40.2% | -39.2% |
| 6M | -33.3% | +2.1% | -35.3% | -33.5% |
| YTD | +77.0% | +3.4% | +73.6% | +76.1% |
| 1Y | +73.0% | +4.1% | +68.9% | +72.0% |
| 3Y | +215.7% | +14.4% | +201.3% | +207.8% |
| 5Y | +155.6% | +21.3% | +134.3% | +146.3% |
| 10Y | +388.4% | +28.5% | +359.9% | +364.0% |
| All | +1,227.5% | +28.5% | +1,199.0% | +1,089.6% |
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