+220.0%
SIMO vs EOSE
-49.1%
+269.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.9% | -2.2% | +6.6% |
| 7D | +4.2% | +19.0% | -14.8% | +0.6% |
| 30D | +4.1% | +1.6% | +2.5% | +3.1% |
| 3M | -12.9% | -52.0% | +39.1% | -4.1% |
| 6M | +110.3% | -42.5% | +152.9% | +122.1% |
| YTD | +178.6% | -66.1% | +244.7% | +204.1% |
| 1Y | +220.0% | -47.1% | +267.1% | +221.1% |
| All | +220.0% | -49.1% | +269.1% | +221.1% |
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