+48.1%
FTI vs SIMO
+77.7%
-29.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -3.3% | -16.0% | +12.7% | -2.1% |
| 30D | -7.2% | -35.8% | +28.5% | -4.7% |
| 3M | -12.9% | -26.5% | +13.6% | -11.3% |
| 6M | -7.9% | -33.0% | +25.1% | -5.8% |
| YTD | +45.2% | +84.3% | -39.2% | +34.1% |
| 1Y | +48.1% | +82.0% | -33.9% | +36.8% |
| All | +48.1% | +77.7% | -29.7% | +36.8% |
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 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