+26.2%
ETR vs SIMO
+234.0%
-207.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -1.3% |
| 7D | +0.4% | +14.5% | -14.1% | -0.1% |
| 30D | +2.0% | +20.4% | -18.4% | +1.3% |
| 3M | -1.7% | +7.1% | -8.8% | -2.4% |
| 6M | +3.6% | +129.2% | -125.7% | -0.7% |
| YTD | +18.0% | +201.9% | -183.9% | +10.1% |
| 1Y | +26.2% | +235.5% | -209.3% | +16.6% |
| All | +26.2% | +234.0% | -207.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling