+2,013.4%
SIMO vs ES
+615.2%
+1,398.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.1% | -16.5% | -15.0% |
| 7D | -31.4% | +5.9% | -37.3% | -32.8% |
| 30D | -45.2% | +10.2% | -55.4% | -47.1% |
| 3M | -36.5% | +0.4% | -36.9% | -37.0% |
| 6M | -34.2% | +6.9% | -41.1% | -36.4% |
| YTD | +69.9% | +10.5% | +59.4% | +61.5% |
| 1Y | +60.4% | +3.2% | +57.2% | +55.4% |
| 3Y | +203.1% | +49.0% | +154.1% | +150.2% |
| 5Y | +145.4% | +4.5% | +141.0% | +127.7% |
| 10Y | +368.9% | +92.3% | +276.6% | +193.9% |
| All | +2,013.4% | +615.2% | +1,398.2% | +441.4% |
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 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