+217.9%
SIMO vs EAT
+476.7%
-258.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | -4.0% | +8.1% | +5.0% |
| 30D | -24.0% | -2.9% | -21.1% | -23.6% |
| 3M | -31.8% | -16.9% | -14.9% | -29.5% |
| 6M | -36.9% | +57.0% | -93.8% | -44.9% |
| YTD | +84.8% | +38.2% | +46.6% | +65.5% |
| 1Y | +99.0% | +69.3% | +29.7% | +72.0% |
| 3Y | +217.9% | +483.0% | -265.0% | +140.7% |
| All | +217.9% | +476.7% | -258.8% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling