+434.6%
SIMO vs ES
+92.3%
+342.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.3% | +8.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -25.4% | +6.7% | -32.1% | -26.0% |
| 3M | -17.8% | +0.3% | -18.1% | -17.9% |
| 6M | -29.6% | +7.4% | -37.0% | -30.5% |
| YTD | +100.3% | +8.4% | +91.9% | +97.0% |
| 1Y | +100.4% | +0.6% | +99.7% | +98.9% |
| 3Y | +246.1% | +50.6% | +195.5% | +218.3% |
| 5Y | +189.8% | +4.8% | +185.0% | +182.5% |
| 10Y | +434.6% | +93.1% | +341.5% | +392.5% |
| All | +434.6% | +92.3% | +342.3% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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