+100.0%
SIMO vs ES
+1.3%
+98.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -1.8% |
| 7D | +14.9% | -1.1% | +15.9% | +14.3% |
| 30D | -27.0% | +8.2% | -35.2% | -24.1% |
| 3M | -25.4% | +0.6% | -26.0% | -23.6% |
| 6M | -30.3% | +6.0% | -36.2% | -28.6% |
| YTD | +95.8% | +9.3% | +86.5% | +103.0% |
| 1Y | +100.0% | +1.1% | +98.9% | +109.4% |
| All | +100.0% | +1.3% | +98.7% | +109.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling