+333.3%
SIMO vs FTV
+119.0%
+214.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | -22.0% | +0.2% | -22.2% | -22.1% |
| 30D | -43.0% | +15.7% | -58.7% | -47.0% |
| 3M | -39.1% | +7.5% | -46.7% | -41.4% |
| 6M | -33.3% | +8.5% | -41.7% | -36.6% |
| YTD | +77.0% | +18.8% | +58.2% | +58.2% |
| 1Y | +73.0% | +28.5% | +44.5% | +48.0% |
| 3Y | +215.7% | +34.0% | +181.7% | +165.3% |
| 5Y | +155.6% | +12.6% | +143.0% | +131.4% |
| 10Y | +388.4% | +111.4% | +277.0% | +255.6% |
| All | +333.3% | +119.0% | +214.3% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling