+528.8%
SIMO vs FTV
+77.3%
+451.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +6.5% |
| 7D | +14.6% | -0.4% | +15.0% | +14.7% |
| 30D | +6.2% | -8.3% | +14.5% | +10.9% |
| 3M | +3.6% | -7.4% | +11.0% | +6.6% |
| 6M | +130.8% | -1.2% | +132.0% | +129.2% |
| YTD | +195.8% | +2.7% | +193.1% | +184.8% |
| 1Y | +225.0% | +18.4% | +206.6% | +189.3% |
| 3Y | +452.3% | -2.0% | +454.3% | +442.0% |
| 5Y | +303.6% | +3.4% | +300.2% | +281.5% |
| 10Y | +528.8% | +78.5% | +450.3% | +514.2% |
| All | +528.8% | +77.3% | +451.5% | +514.2% |
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