+156.7%
SIMO vs ES
+1.4%
+155.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.0% | +4.1% |
| 7D | -22.0% | +1.9% | -23.9% | -22.0% |
| 30D | -43.0% | +7.1% | -50.1% | -43.1% |
| 3M | -39.1% | -1.9% | -37.2% | -39.0% |
| 6M | -33.3% | +4.4% | -37.6% | -33.6% |
| YTD | +77.0% | +7.3% | +69.6% | +75.6% |
| 1Y | +73.0% | +2.1% | +70.9% | +72.2% |
| 3Y | +215.7% | +41.8% | +173.9% | +197.5% |
| All | +156.7% | +1.4% | +155.3% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling