+174.8%
FTI vs SIMO
+395.4%
-220.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -3.3% | -16.0% | +12.7% | 0.0% |
| 30D | -7.2% | -35.8% | +28.5% | +0.6% |
| 3M | -12.9% | -26.5% | +13.6% | -9.2% |
| 6M | -7.9% | -33.0% | +25.1% | -5.0% |
| YTD | +45.2% | +84.3% | -39.2% | +11.2% |
| 1Y | +48.1% | +82.0% | -33.9% | +13.6% |
| 3Y | +205.0% | +218.5% | -13.5% | +91.6% |
| 5Y | +838.8% | +175.0% | +663.8% | +479.9% |
| 10Y | +174.8% | +407.5% | -232.7% | +22.8% |
| All | +174.8% | +395.4% | -220.6% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling