+3,365.1%
SIMO vs ES
+598.4%
+2,766.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.9% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +4.1% | -2.0% | +6.0% | +4.7% |
| 3M | -12.9% | +1.7% | -14.5% | -13.9% |
| 6M | +110.3% | -3.5% | +113.9% | +111.2% |
| YTD | +178.6% | +7.9% | +170.7% | +168.4% |
| 1Y | +220.0% | +17.2% | +202.8% | +197.8% |
| 3Y | +409.0% | +29.3% | +379.7% | +344.3% |
| 5Y | +277.3% | -5.7% | +283.1% | +265.6% |
| 10Y | +506.6% | +85.2% | +421.4% | +287.4% |
| All | +3,365.1% | +598.4% | +2,766.7% | +799.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling