+417.8%
SIMO vs ED
+143.7%
+274.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.2% |
| 7D | +14.9% | -1.7% | +16.6% | +14.7% |
| 30D | -27.0% | +10.7% | -37.7% | -26.4% |
| 3M | -25.4% | +11.6% | -37.0% | -24.7% |
| 6M | -30.3% | +13.5% | -43.8% | -29.6% |
| YTD | +95.8% | +23.1% | +72.7% | +97.2% |
| 1Y | +100.0% | +23.1% | +77.0% | +101.5% |
| 3Y | +238.3% | +47.9% | +190.3% | +232.3% |
| 5Y | +187.6% | +83.9% | +103.7% | +173.9% |
| All | +417.8% | +143.7% | +274.0% | +386.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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