+54.6%
FTI vs SIMO
+94.5%
-39.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.2% | -2.7% |
| 7D | -9.7% | -16.9% | +7.2% | -8.6% |
| 30D | -8.2% | -35.4% | +27.2% | -5.8% |
| 3M | -7.8% | -31.9% | +24.0% | -5.9% |
| 6M | -13.4% | -19.3% | +5.9% | -12.6% |
| YTD | +45.1% | +98.5% | -53.4% | +33.6% |
| 1Y | +54.6% | +100.5% | -45.9% | +41.8% |
| All | +54.6% | +94.5% | -39.9% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling