+680.4%
SIMO vs EOSE
-61.3%
+741.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.9% | -2.2% | +7.7% |
| 7D | +4.2% | +19.0% | -14.8% | +2.5% |
| 30D | +4.1% | +1.6% | +2.5% | +3.7% |
| 3M | -12.9% | -52.0% | +39.1% | -7.8% |
| 6M | +110.3% | -42.5% | +152.9% | +117.2% |
| YTD | +178.6% | -66.1% | +244.7% | +195.2% |
| 1Y | +220.0% | -47.1% | +267.1% | +225.3% |
| 3Y | +409.0% | +0.8% | +408.3% | +364.0% |
| 5Y | +277.3% | -71.7% | +349.0% | +240.3% |
| All | +680.4% | -61.3% | +741.7% | +587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling