+434.6%
SIMO vs ED
+141.1%
+293.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.7% | +8.7% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | -25.4% | +11.2% | -36.6% | -24.8% |
| 3M | -17.8% | +11.8% | -29.5% | -17.0% |
| 6M | -29.6% | +14.1% | -43.6% | -28.9% |
| YTD | +100.3% | +23.0% | +77.3% | +101.8% |
| 1Y | +100.4% | +23.7% | +76.7% | +101.8% |
| 3Y | +246.1% | +47.7% | +198.3% | +240.0% |
| 5Y | +189.8% | +82.6% | +107.2% | +176.2% |
| 10Y | +434.6% | +141.8% | +292.8% | +403.5% |
| All | +434.6% | +141.1% | +293.5% | +403.5% |
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