+310.7%
FTI vs SIMO
+548.4%
-237.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | -2.3% | +14.5% | -16.8% | -5.2% |
| 30D | +5.0% | +20.4% | -15.4% | +0.5% |
| 3M | +13.8% | +7.1% | +6.7% | +9.2% |
| 6M | +22.9% | +129.2% | -106.4% | -5.3% |
| YTD | +75.0% | +201.9% | -127.0% | +23.8% |
| 1Y | +96.9% | +235.5% | -138.6% | +33.8% |
| 3Y | +276.7% | +463.8% | -187.1% | +114.5% |
| 5Y | +1,157.0% | +306.7% | +850.3% | +643.5% |
| 10Y | +310.7% | +579.5% | -268.8% | +82.9% |
| All | +310.7% | +548.4% | -237.7% | +82.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling