+800.2%
ENB vs SIMO
+3,332.4%
-2,532.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.7% |
| 7D | -0.2% | +4.2% | -4.5% | -0.7% |
| 30D | -2.2% | +4.1% | -6.3% | -3.0% |
| 3M | -10.5% | -12.9% | +2.4% | -10.5% |
| 6M | -5.1% | +110.3% | -115.4% | -14.7% |
| YTD | +9.0% | +178.6% | -169.6% | -5.6% |
| 1Y | +8.2% | +220.0% | -211.8% | -8.1% |
| 3Y | +67.8% | +409.0% | -341.3% | +32.8% |
| 5Y | +69.4% | +277.3% | -207.9% | +35.5% |
| 10Y | +117.5% | +506.6% | -389.1% | +58.3% |
| All | +800.2% | +3,332.4% | -2,532.1% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling