+3,365.1%
SIMO vs EAT
+1,169.6%
+2,195.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.6% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +4.1% | +1.9% | +2.2% | +3.5% |
| 3M | -12.9% | +68.7% | -81.5% | -24.4% |
| 6M | +110.3% | +66.9% | +43.4% | +82.9% |
| YTD | +178.6% | +60.4% | +118.2% | +143.8% |
| 1Y | +220.0% | +44.0% | +176.0% | +184.7% |
| 3Y | +409.0% | +604.7% | -195.6% | +191.1% |
| 5Y | +277.3% | +347.0% | -69.7% | +129.9% |
| 10Y | +506.6% | +390.8% | +115.9% | +193.7% |
| All | +3,365.1% | +1,169.6% | +2,195.5% | +770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling