+2,241.3%
ETN vs SIMO
+3,332.4%
-1,091.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | +1.8% |
| 7D | +2.0% | +4.2% | -2.2% | +1.1% |
| 30D | -7.9% | +4.1% | -12.0% | -9.1% |
| 3M | -1.6% | -12.9% | +11.3% | -0.3% |
| 6M | +16.9% | +110.3% | -93.5% | -2.3% |
| YTD | +30.1% | +178.6% | -148.5% | +2.1% |
| 1Y | +19.3% | +220.0% | -200.7% | -9.1% |
| 3Y | +82.5% | +409.0% | -326.5% | +26.1% |
| 5Y | +166.8% | +277.3% | -110.5% | +87.7% |
| 10Y | +649.7% | +506.6% | +143.1% | +356.6% |
| All | +2,241.3% | +3,332.4% | -1,091.1% | +668.9% |
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 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