+515.5%
SIMO vs ED
+103.0%
+412.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.3% | +10.0% | +8.6% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +4.1% | -0.1% | +4.2% | +4.1% |
| 3M | -12.9% | +3.9% | -16.8% | -12.8% |
| 6M | +110.3% | -3.0% | +113.4% | +110.4% |
| YTD | +178.6% | +10.7% | +167.9% | +178.4% |
| 1Y | +220.0% | +13.3% | +206.7% | +219.5% |
| 3Y | +409.0% | +34.5% | +374.5% | +395.8% |
| 5Y | +277.3% | +67.1% | +210.2% | +256.8% |
| All | +515.5% | +103.0% | +412.5% | +496.0% |
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