+409.6%
SIMO vs ED
+132.0%
+277.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -8.2% | -0.1% | -8.1% | -8.1% |
| 30D | -34.6% | +11.6% | -46.2% | -34.1% |
| 3M | -32.6% | +10.5% | -43.2% | -32.1% |
| 6M | -31.8% | +13.2% | -45.0% | -31.3% |
| YTD | +87.6% | +22.1% | +65.5% | +88.8% |
| 1Y | +86.7% | +24.2% | +62.5% | +87.8% |
| 3Y | +227.4% | +46.9% | +180.5% | +221.4% |
| 5Y | +173.0% | +80.8% | +92.2% | +160.0% |
| 10Y | +409.6% | +134.3% | +275.4% | +377.8% |
| All | +409.6% | +132.0% | +277.6% | +377.8% |
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