+551.2%
ETR vs SIMO
+3,332.4%
-2,781.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.1% |
| 7D | +1.4% | +4.2% | -2.8% | +1.1% |
| 30D | +1.0% | +4.1% | -3.1% | +0.5% |
| 3M | -1.3% | -12.9% | +11.6% | -1.2% |
| 6M | +1.9% | +110.3% | -108.5% | -4.9% |
| YTD | +18.2% | +178.6% | -160.4% | +7.7% |
| 1Y | +24.7% | +220.0% | -195.3% | +12.3% |
| 3Y | +150.7% | +409.0% | -258.4% | +116.0% |
| 5Y | +127.0% | +277.3% | -150.3% | +96.8% |
| 10Y | +295.5% | +506.6% | -211.2% | +222.0% |
| All | +551.2% | +3,332.4% | -2,781.1% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling