+204.2%
EQT vs SIMO
+287.2%
-82.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.1% |
| 7D | -1.2% | +12.5% | -13.7% | -2.6% |
| 30D | +1.1% | +18.4% | -17.3% | -1.2% |
| 3M | +4.8% | +5.6% | -0.8% | +2.3% |
| 6M | -10.6% | +116.9% | -127.5% | -24.1% |
| YTD | +3.4% | +188.4% | -185.0% | -17.8% |
| 1Y | +8.7% | +221.3% | -212.6% | -16.0% |
| 3Y | +35.0% | +438.6% | -403.6% | -9.2% |
| 5Y | +204.2% | +287.9% | -83.7% | +101.9% |
| All | +204.2% | +287.2% | -82.9% | +101.9% |
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