+225.0%
SIMO vs FTV
+19.1%
+205.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +6.3% |
| 7D | +14.6% | -0.4% | +15.0% | +14.6% |
| 30D | +6.2% | -8.3% | +14.5% | +7.5% |
| 3M | +3.6% | -7.4% | +11.0% | +4.9% |
| 6M | +130.8% | -1.2% | +132.0% | +127.9% |
| YTD | +195.8% | +2.7% | +193.1% | +181.3% |
| 1Y | +225.0% | +18.4% | +206.6% | +175.8% |
| All | +225.0% | +19.1% | +205.9% | +175.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling