+90.9%
FTI vs SIMO
+235.5%
-144.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -2.3% | +14.5% | -16.8% | -3.1% |
| 30D | +5.0% | +20.4% | -15.4% | +3.9% |
| 3M | +13.8% | +7.1% | +6.7% | +13.3% |
| 6M | +22.9% | +129.2% | -106.4% | +15.5% |
| YTD | +75.0% | +201.9% | -127.0% | +61.6% |
| All | +90.9% | +235.5% | -144.6% | +81.2% |
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