+1,444.6%
FTI vs SIMO
+3,332.4%
-1,887.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -2.1% |
| 7D | +5.3% | +4.2% | +1.0% | +4.2% |
| 30D | +15.3% | +4.1% | +11.2% | +13.4% |
| 3M | +15.8% | -12.9% | +28.6% | +15.9% |
| 6M | +22.6% | +110.3% | -87.8% | -2.1% |
| YTD | +79.5% | +178.6% | -99.0% | +33.1% |
| 1Y | +102.0% | +220.0% | -118.0% | +43.8% |
| 3Y | +315.8% | +409.0% | -93.2% | +160.0% |
| 5Y | +1,129.5% | +277.3% | +852.2% | +689.8% |
| 10Y | +320.9% | +506.6% | -185.7% | +128.7% |
| All | +1,444.6% | +3,332.4% | -1,887.8% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling