+96.5%
ENB vs SIMO
+515.6%
-419.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.2% |
| 7D | -0.5% | +14.6% | -15.1% | -1.7% |
| 30D | -0.2% | +6.2% | -6.4% | -1.0% |
| 3M | -7.5% | +3.6% | -11.1% | -8.9% |
| 6M | -4.1% | +130.8% | -134.9% | -14.5% |
| YTD | +9.8% | +195.8% | -186.0% | -5.5% |
| 1Y | +8.7% | +225.0% | -216.3% | -8.0% |
| 3Y | +79.0% | +452.3% | -373.3% | +37.8% |
| 5Y | +69.1% | +303.6% | -234.5% | +32.0% |
| 10Y | +96.5% | +528.8% | -432.3% | +32.1% |
| All | +96.5% | +515.6% | -419.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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