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  • FTAI vs SIMO✓SelectedUSD · SIMOFTAI vs SIMO performance historyLatest closeAs of-1.46%11/13
Stock and ETF performance explorer

FTAI vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,369.3%
SIMO return
+614.5%
Excess return
+1,754.8%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-1.5%-5.6%+4.1%-0.2%
7D+0.2%+4.1%-3.9%-0.7%
30D+10.7%-24.0%+34.6%+17.4%
3M-16.4%-31.8%+15.3%-10.0%
6M-32.2%-36.9%+4.7%-27.3%
YTD-7.7%+84.8%-92.5%-26.3%
1Y+18.7%+99.0%-80.3%-6.9%
3Y+354.3%+217.9%+136.4%+213.4%
5Y+850.7%+171.5%+679.2%+561.5%
10Y+2,664.3%+393.3%+2,271.1%+1,518.9%
All+2,369.3%+614.5%+1,754.8%+1,280.2%

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