+98.3%
ENB vs SIMO
+436.4%
-338.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.6% |
| 7D | -3.7% | -8.2% | +4.5% | -3.1% |
| 30D | +1.7% | -34.6% | +36.3% | +4.8% |
| 3M | -6.3% | -32.6% | +26.3% | -4.2% |
| 6M | -9.2% | -31.8% | +22.6% | -8.5% |
| YTD | +3.1% | +87.6% | -84.5% | -8.6% |
| 1Y | +3.4% | +86.7% | -83.3% | -8.4% |
| 3Y | +68.9% | +227.4% | -158.5% | +35.2% |
| 5Y | +51.7% | +173.0% | -121.3% | +20.4% |
| 10Y | +98.3% | +409.6% | -311.3% | +28.4% |
| All | +98.3% | +436.4% | -338.0% | +28.4% |
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