+270.1%
SIMO vs FTV
+2.3%
+267.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.2% |
| 7D | +4.2% | -4.5% | +8.7% | +6.6% |
| 30D | +4.1% | -7.1% | +11.1% | +7.9% |
| 3M | -12.9% | -7.2% | -5.7% | -10.3% |
| 6M | +110.3% | -1.5% | +111.9% | +108.9% |
| YTD | +178.6% | +3.5% | +175.1% | +165.6% |
| 1Y | +220.0% | +20.3% | +199.6% | +178.1% |
| 3Y | +409.0% | -3.1% | +412.2% | +397.6% |
| All | +270.1% | +2.3% | +267.8% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling