+531.8%
FAST vs SIMO
+395.4%
+136.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +4.8% | -16.0% | +20.8% | +6.4% |
| 30D | +8.6% | -35.8% | +44.4% | +12.8% |
| 3M | +5.7% | -26.5% | +32.2% | +7.5% |
| 6M | +25.5% | -33.0% | +58.5% | +26.8% |
| YTD | +39.6% | +84.3% | -44.7% | +19.4% |
| 1Y | +35.5% | +82.0% | -46.5% | +15.9% |
| 3Y | +96.2% | +218.5% | -122.3% | +48.1% |
| 5Y | +110.2% | +175.0% | -64.8% | +56.2% |
| 10Y | +531.8% | +407.5% | +124.3% | +283.8% |
| All | +531.8% | +395.4% | +136.4% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling