+2,172.6%
FAST vs SIMO
+2,345.4%
-172.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +3.0% |
| 7D | +3.4% | -16.9% | +20.3% | +5.9% |
| 30D | +5.5% | -35.4% | +40.9% | +11.4% |
| 3M | +7.6% | -31.9% | +39.5% | +11.5% |
| 6M | +19.8% | -19.3% | +39.1% | +18.7% |
| YTD | +35.5% | +98.5% | -63.0% | +13.0% |
| 1Y | +31.6% | +100.5% | -68.9% | +9.4% |
| 3Y | +91.0% | +254.1% | -163.0% | +40.3% |
| 5Y | +105.1% | +187.4% | -82.3% | +50.7% |
| 10Y | +598.2% | +447.7% | +150.5% | +335.8% |
| All | +2,172.6% | +2,345.4% | -172.8% | +735.3% |
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