+90.1%
FAST vs SIMO
+418.6%
-328.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -8.0% | +0.6% |
| 7D | -0.4% | +4.2% | -4.6% | -0.5% |
| 30D | -0.8% | +4.1% | -4.9% | -0.9% |
| 3M | +5.8% | -12.9% | +18.6% | +6.0% |
| 6M | +8.0% | +110.3% | -102.4% | +3.6% |
| YTD | +25.6% | +178.6% | -152.9% | +17.2% |
| 1Y | +0.8% | +220.0% | -219.2% | -7.6% |
| All | +90.1% | +418.6% | -328.5% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling