+434.6%
SIMO vs EAT
+333.9%
+100.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.9% | +5.8% | +8.2% |
| 7D | +0.9% | -8.9% | +9.9% | +2.6% |
| 30D | -25.4% | +3.4% | -28.8% | -25.9% |
| 3M | -17.8% | -9.3% | -8.4% | -16.9% |
| 6M | -29.6% | +43.8% | -73.3% | -34.9% |
| YTD | +100.3% | +39.9% | +60.4% | +85.9% |
| 1Y | +100.4% | +89.7% | +10.7% | +76.4% |
| 3Y | +246.1% | +491.3% | -245.2% | +148.5% |
| 5Y | +189.8% | +365.4% | -175.6% | +109.6% |
| 10Y | +434.6% | +325.9% | +108.7% | +241.7% |
| All | +434.6% | +333.9% | +100.7% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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