+1,165.0%
FTI vs SIMO
+2,368.1%
-1,203.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | -6.3% | -25.4% | +19.1% | -1.4% |
| 3M | -13.1% | -17.8% | +4.6% | -11.5% |
| 6M | -8.0% | -29.6% | +21.6% | -5.9% |
| YTD | +47.1% | +100.3% | -53.3% | +14.7% |
| 1Y | +50.7% | +100.4% | -49.7% | +17.3% |
| 3Y | +209.0% | +246.1% | -37.1% | +106.3% |
| 5Y | +847.0% | +189.8% | +657.2% | +531.7% |
| 10Y | +184.3% | +434.6% | -250.3% | +56.5% |
| All | +1,165.0% | +2,368.1% | -1,203.1% | +224.3% |
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