+35.5%
FAST vs SIMO
+77.7%
-42.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | +4.8% | -16.0% | +20.8% | +4.4% |
| 30D | +8.6% | -35.8% | +44.4% | +7.7% |
| 3M | +5.7% | -26.5% | +32.2% | +5.2% |
| 6M | +25.5% | -33.0% | +58.5% | +25.2% |
| YTD | +39.6% | +84.3% | -44.7% | +39.4% |
| 1Y | +35.5% | +82.0% | -46.5% | +35.1% |
| All | +35.5% | +77.7% | -42.2% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling