+177.8%
ETN vs SIMO
+312.7%
-135.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.1% |
| 7D | +6.2% | +14.5% | -8.3% | +3.0% |
| 30D | -6.7% | +20.4% | -27.1% | -10.8% |
| 3M | +3.6% | +7.1% | -3.5% | +0.6% |
| 6M | +18.3% | +129.2% | -110.9% | -5.1% |
| YTD | +31.5% | +201.9% | -170.5% | -2.8% |
| 1Y | +20.6% | +235.5% | -214.9% | -13.4% |
| 3Y | +82.5% | +463.8% | -381.3% | +15.4% |
| 5Y | +177.8% | +306.7% | -128.9% | +84.9% |
| All | +177.8% | +312.7% | -135.0% | +84.9% |
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