+575.3%
FAST vs SIMO
+379.7%
+195.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.2% |
| 7D | +2.1% | -22.0% | +24.1% | +4.3% |
| 30D | +6.9% | -43.0% | +49.9% | +12.3% |
| 3M | +4.8% | -39.1% | +44.0% | +8.7% |
| 6M | +19.8% | -33.3% | +53.1% | +21.0% |
| YTD | +34.9% | +77.0% | -42.1% | +15.8% |
| 1Y | +32.8% | +73.0% | -40.2% | +14.2% |
| 3Y | +93.7% | +215.7% | -122.0% | +45.9% |
| 5Y | +105.3% | +155.6% | -50.3% | +54.3% |
| All | +575.3% | +379.7% | +195.6% | +312.7% |
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