+312.5%
FTI vs SIMO
+535.1%
-222.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -3.4% |
| 7D | -0.2% | +14.6% | -14.8% | -3.2% |
| 30D | +12.3% | +6.2% | +6.1% | +10.1% |
| 3M | +13.8% | +3.6% | +10.2% | +9.9% |
| 6M | +24.3% | +130.8% | -106.5% | -4.5% |
| YTD | +75.8% | +195.8% | -120.0% | +24.9% |
| 1Y | +99.6% | +225.0% | -125.4% | +36.7% |
| 3Y | +278.4% | +452.3% | -173.9% | +116.4% |
| 5Y | +1,168.7% | +303.6% | +865.1% | +650.6% |
| All | +312.5% | +535.1% | -222.6% | +84.6% |
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