+100.5%
SIMO vs EOSE
-85.5%
+186.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +12.6% | -22.2% | -12.4% |
| 7D | -16.9% | +9.7% | -26.6% | -18.8% |
| 30D | -35.4% | -34.6% | -0.8% | -29.9% |
| 3M | -31.9% | -50.8% | +18.9% | -22.3% |
| 6M | -19.3% | -66.5% | +47.1% | -3.4% |
| YTD | +98.5% | -81.3% | +179.8% | +141.6% |
| 1Y | +100.5% | -84.8% | +185.3% | +147.9% |
| All | +100.5% | -85.5% | +186.0% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling