+2,101.2%
SIMO vs EAT
+1,039.1%
+1,062.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.0% | +4.9% |
| 7D | -22.0% | -2.6% | -19.3% | -21.6% |
| 30D | -43.0% | +11.5% | -54.5% | -44.8% |
| 3M | -39.1% | -9.1% | -30.0% | -38.3% |
| 6M | -33.3% | +40.4% | -73.7% | -40.2% |
| YTD | +77.0% | +43.9% | +33.0% | +57.8% |
| 1Y | +73.0% | +101.9% | -28.9% | +41.1% |
| 3Y | +215.7% | +489.9% | -274.1% | +88.0% |
| 5Y | +155.6% | +362.6% | -207.0% | +53.8% |
| 10Y | +388.4% | +385.7% | +2.7% | +132.9% |
| All | +2,101.2% | +1,039.1% | +1,062.1% | +463.2% |
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