+8.0%
ENB vs SIMO
+234.0%
-226.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.7% |
| 7D | -0.3% | +14.5% | -14.8% | -0.3% |
| 30D | -1.1% | +20.4% | -21.5% | -1.1% |
| 3M | -8.5% | +7.1% | -15.6% | -8.7% |
| 6M | -4.5% | +129.2% | -133.8% | -4.4% |
| YTD | +9.1% | +201.9% | -192.9% | +10.2% |
| 1Y | +8.0% | +235.5% | -227.5% | +9.2% |
| All | +8.0% | +234.0% | -226.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling