+2,101.2%
SIMO vs ED
+515.1%
+1,586.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.5% | +4.6% |
| 7D | -22.0% | +1.6% | -23.6% | -22.4% |
| 30D | -43.0% | +13.3% | -56.3% | -44.6% |
| 3M | -39.1% | +9.7% | -48.9% | -40.5% |
| 6M | -33.3% | +12.8% | -46.1% | -35.4% |
| YTD | +77.0% | +22.3% | +54.7% | +67.5% |
| 1Y | +73.0% | +26.3% | +46.7% | +62.3% |
| 3Y | +215.7% | +45.0% | +170.7% | +177.5% |
| 5Y | +155.6% | +80.2% | +75.4% | +105.9% |
| 10Y | +388.4% | +129.9% | +258.5% | +229.7% |
| All | +2,101.2% | +515.1% | +1,586.1% | +596.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling