+217.9%
SIMO vs EOSE
+48.1%
+169.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.5% | -11.1% | -6.3% |
| 7D | +4.1% | +9.8% | -5.7% | +2.7% |
| 30D | -24.0% | -2.1% | -21.9% | -24.2% |
| 3M | -31.8% | -54.1% | +22.3% | -25.7% |
| 6M | -36.9% | -76.9% | +40.0% | -26.9% |
| YTD | +84.8% | -83.3% | +168.2% | +113.9% |
| 1Y | +99.0% | -87.4% | +186.4% | +134.7% |
| 3Y | +217.9% | +61.9% | +156.1% | +208.0% |
| All | +217.9% | +48.1% | +169.9% | +208.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling