+291.1%
ETR vs SIMO
+515.6%
-224.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.8% |
| 7D | +1.4% | +14.6% | -13.2% | +0.5% |
| 30D | +1.9% | +6.2% | -4.3% | +1.3% |
| 3M | +1.0% | +3.6% | -2.6% | -0.1% |
| 6M | +4.8% | +130.8% | -125.9% | -3.1% |
| YTD | +19.5% | +195.8% | -176.2% | +7.9% |
| 1Y | +28.1% | +225.0% | -196.9% | +14.5% |
| 3Y | +151.1% | +452.3% | -301.2% | +111.7% |
| 5Y | +125.2% | +303.6% | -178.4% | +91.3% |
| 10Y | +291.1% | +528.8% | -237.6% | +202.9% |
| All | +291.1% | +515.6% | -224.5% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling