+366.9%
ETR vs SIMO
+436.4%
-69.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.8% |
| 7D | +1.7% | -8.2% | +9.9% | +2.1% |
| 30D | +8.7% | -34.6% | +43.4% | +11.3% |
| 3M | +4.9% | -32.6% | +37.6% | +6.8% |
| 6M | +0.8% | -31.8% | +32.6% | +1.6% |
| YTD | +23.1% | +87.6% | -64.5% | +13.5% |
| 1Y | +17.9% | +86.7% | -68.8% | +8.6% |
| 3Y | +154.5% | +227.4% | -72.9% | +120.2% |
| 5Y | +160.3% | +173.0% | -12.7% | +124.0% |
| 10Y | +366.9% | +409.6% | -42.7% | +257.4% |
| All | +366.9% | +436.4% | -69.4% | +257.4% |
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