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  • FAST vs SIMO✓SelectedUSD · SIMOFAST vs SIMO performance historyLatest closeAs of-0.58%11/05
Stock and ETF performance explorer

FAST vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,159.4%
SIMO return
+1,993.5%
Excess return
+165.9%
Maximum drawdown
-52.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
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