+453.9%
SIMO vs EOSE
+55.2%
+398.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.8% | -4.7% | +5.0% |
| 7D | +14.6% | +41.4% | -26.8% | +10.2% |
| 30D | +6.2% | +3.6% | +2.6% | +5.4% |
| 3M | +3.6% | -35.7% | +39.3% | +7.1% |
| 6M | +130.8% | -29.9% | +160.6% | +134.4% |
| YTD | +195.8% | -62.5% | +258.2% | +210.9% |
| 1Y | +225.0% | -37.4% | +262.4% | +227.6% |
| All | +453.9% | +55.2% | +398.6% | +398.7% |
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