+280.5%
EQT vs SIMO
+3,544.2%
-3,263.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -1.1% |
| 7D | -0.8% | +14.6% | -15.5% | -3.2% |
| 30D | +6.6% | +6.2% | +0.4% | +4.8% |
| 3M | +4.4% | +3.6% | +0.8% | +1.3% |
| 6M | -10.5% | +130.8% | -141.3% | -27.0% |
| YTD | +3.7% | +195.8% | -192.0% | -19.9% |
| 1Y | +9.9% | +225.0% | -215.1% | -17.0% |
| 3Y | +35.4% | +452.3% | -417.0% | -9.4% |
| 5Y | +189.2% | +303.6% | -114.4% | +99.0% |
| 10Y | +50.7% | +528.8% | -478.1% | -9.7% |
| All | +280.5% | +3,544.2% | -3,263.7% | +22.7% |
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