+742.7%
ENB vs SIMO
+2,080.4%
-1,337.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -2.9% |
| 7D | -5.2% | -22.0% | +16.8% | -3.1% |
| 30D | +2.2% | -43.0% | +45.2% | +7.3% |
| 3M | -8.1% | -39.1% | +31.1% | -4.7% |
| 6M | -11.2% | -33.3% | +22.1% | -10.0% |
| YTD | +2.0% | +77.0% | -75.0% | -8.5% |
| 1Y | +4.1% | +73.0% | -68.9% | -6.5% |
| 3Y | +64.7% | +215.7% | -151.0% | +35.4% |
| 5Y | +46.6% | +155.6% | -109.1% | +20.5% |
| 10Y | +102.7% | +388.4% | -285.7% | +49.2% |
| All | +742.7% | +2,080.4% | -1,337.7% | +334.3% |
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