+2,159.4%
FAST vs SIMO
+1,993.5%
+165.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.4% | +13.8% | +1.5% |
| 7D | +0.7% | -31.4% | +32.1% | +5.7% |
| 30D | +4.6% | -45.2% | +49.8% | +12.9% |
| 3M | +6.4% | -36.5% | +42.9% | +11.1% |
| 6M | +20.6% | -34.2% | +54.8% | +22.8% |
| YTD | +34.7% | +69.9% | -35.2% | +14.6% |
| 1Y | +29.7% | +60.4% | -30.8% | +11.2% |
| 3Y | +89.9% | +203.1% | -113.2% | +42.4% |
| 5Y | +105.0% | +145.4% | -40.5% | +53.7% |
| 10Y | +594.2% | +368.9% | +225.3% | +342.1% |
| All | +2,159.4% | +1,993.5% | +165.9% | +747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling