+125.2%
ETR vs SIMO
+297.1%
-172.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.9% |
| 7D | +1.4% | +14.6% | -13.2% | +0.8% |
| 30D | +1.9% | +6.2% | -4.3% | +1.5% |
| 3M | +1.0% | +3.6% | -2.6% | +0.3% |
| 6M | +4.8% | +130.8% | -125.9% | -0.1% |
| YTD | +19.5% | +195.8% | -176.2% | +12.2% |
| 1Y | +28.1% | +225.0% | -196.9% | +19.5% |
| 3Y | +151.1% | +452.3% | -301.2% | +125.9% |
| 5Y | +125.2% | +303.6% | -178.4% | +96.5% |
| All | +125.2% | +297.1% | -172.0% | +96.5% |
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