+388.8%
SIMO vs FTV
+109.2%
+279.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | +4.1% | +3.9% | +0.2% | +2.1% |
| 30D | -24.0% | +18.7% | -42.6% | -30.3% |
| 3M | -31.8% | +10.0% | -41.8% | -35.1% |
| 6M | -36.9% | +14.6% | -51.4% | -41.7% |
| YTD | +84.8% | +23.4% | +61.4% | +61.6% |
| 1Y | +99.0% | +31.3% | +67.7% | +67.8% |
| 3Y | +217.9% | +39.8% | +178.1% | +160.1% |
| 5Y | +171.5% | +17.7% | +153.8% | +139.7% |
| All | +388.8% | +109.2% | +279.6% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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