+78.4%
ETN vs SIMO
+443.5%
-365.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.3% |
| 7D | +3.0% | +12.5% | -9.5% | -0.2% |
| 30D | -10.9% | +18.4% | -29.3% | -15.2% |
| 3M | +9.2% | +5.6% | +3.6% | +5.7% |
| 6M | +13.9% | +116.9% | -103.0% | -13.2% |
| YTD | +29.5% | +188.4% | -158.9% | -13.7% |
| 1Y | +14.2% | +221.3% | -207.1% | -27.9% |
| All | +78.4% | +443.5% | -365.0% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling