+766.5%
SIMO vs EOSE
-60.6%
+827.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.3% | +7.3% |
| 7D | +11.0% | +1.8% | +9.2% | +10.8% |
| 30D | +17.9% | -6.8% | +24.7% | +18.3% |
| 3M | +3.9% | -36.3% | +40.2% | +7.4% |
| 6M | +131.0% | -38.8% | +169.8% | +137.3% |
| YTD | +209.3% | -65.5% | +274.8% | +227.2% |
| 1Y | +223.8% | -45.3% | +269.0% | +228.3% |
| 3Y | +479.2% | +44.2% | +435.1% | +415.6% |
| 5Y | +316.0% | -69.5% | +385.5% | +273.5% |
| All | +766.5% | -60.6% | +827.1% | +661.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling