+1,917.6%
ETN vs SIMO
+2,177.2%
-259.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -0.6% |
| 7D | +3.6% | +4.1% | -0.5% | +2.7% |
| 30D | -13.4% | -24.0% | +10.6% | -8.8% |
| 3M | -21.9% | -31.8% | +9.9% | -16.4% |
| 6M | -12.8% | -36.9% | +24.1% | -6.4% |
| YTD | +12.1% | +84.8% | -72.7% | -5.1% |
| 1Y | +0.8% | +99.0% | -98.2% | -15.9% |
| 3Y | +64.5% | +217.9% | -153.5% | +24.0% |
| 5Y | +121.7% | +171.5% | -49.7% | +66.0% |
| 10Y | +542.2% | +393.3% | +148.9% | +308.8% |
| All | +1,917.6% | +2,177.2% | -259.6% | +614.8% |
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