+184.1%
FTI vs SIMO
+394.4%
-210.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +3.2% |
| 7D | +4.3% | +4.1% | +0.2% | +3.3% |
| 30D | -4.7% | -24.0% | +19.3% | -0.2% |
| 3M | -13.5% | -31.8% | +18.2% | -8.5% |
| 6M | -8.7% | -36.9% | +28.2% | -4.6% |
| YTD | +49.0% | +84.8% | -35.8% | +13.9% |
| 1Y | +54.0% | +99.0% | -45.0% | +15.1% |
| 3Y | +211.6% | +217.9% | -6.3% | +95.5% |
| 5Y | +881.9% | +171.5% | +710.4% | +507.9% |
| All | +184.1% | +394.4% | -210.3% | +26.5% |
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