-33.3%
SIMO vs EAT
+39.5%
-72.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.0% | +4.0% |
| 7D | -22.0% | -2.6% | -19.3% | -21.9% |
| 30D | -43.0% | +11.5% | -54.5% | -42.0% |
| 3M | -39.1% | -9.1% | -30.0% | -40.2% |
| 6M | -33.3% | +40.4% | -73.7% | -29.8% |
| All | -33.3% | +39.5% | -72.7% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling