+49.9%
ENB vs SIMO
+154.7%
-104.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -2.6% |
| 7D | -5.2% | -22.0% | +16.8% | -4.6% |
| 30D | +2.2% | -43.0% | +45.2% | +3.6% |
| 3M | -8.1% | -39.1% | +31.1% | -7.1% |
| 6M | -11.2% | -33.3% | +22.1% | -11.0% |
| YTD | +2.0% | +77.0% | -75.0% | -2.5% |
| 1Y | +4.1% | +73.0% | -68.9% | -0.5% |
| 3Y | +64.7% | +215.7% | -151.0% | +49.6% |
| All | +49.9% | +154.7% | -104.7% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling