+160.3%
ETR vs SIMO
+170.7%
-10.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.9% |
| 7D | +1.7% | -8.2% | +9.9% | +2.0% |
| 30D | +8.7% | -34.6% | +43.4% | +10.3% |
| 3M | +4.9% | -32.6% | +37.6% | +6.1% |
| 6M | +0.8% | -31.8% | +32.6% | +1.3% |
| YTD | +23.1% | +87.6% | -64.5% | +17.1% |
| 1Y | +17.9% | +86.7% | -68.8% | +12.1% |
| 3Y | +154.5% | +227.4% | -72.9% | +132.3% |
| 5Y | +160.3% | +173.0% | -12.7% | +134.6% |
| All | +160.3% | +170.7% | -10.5% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling