+306.1%
SIMO vs EOSE
-69.0%
+375.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.4% |
| 7D | +14.5% | +15.0% | -0.4% | +13.0% |
| 30D | +20.4% | +2.5% | +18.0% | +19.8% |
| 3M | +7.1% | -33.7% | +40.8% | +10.5% |
| 6M | +129.2% | -32.7% | +162.0% | +133.8% |
| YTD | +201.9% | -63.8% | +265.7% | +218.7% |
| 1Y | +235.5% | -40.5% | +276.1% | +237.9% |
| 3Y | +463.8% | +50.4% | +413.5% | +397.8% |
| All | +306.1% | -69.0% | +375.1% | +259.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling