+409.6%
SIMO vs ESI
+323.5%
+86.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.5% | +3.1% |
| 7D | -8.2% | -3.5% | -4.7% | -5.9% |
| 30D | -34.6% | -9.3% | -25.4% | -30.3% |
| 3M | -32.6% | -12.8% | -19.8% | -26.4% |
| 6M | -31.8% | -24.6% | -7.2% | -19.4% |
| YTD | +87.6% | +32.7% | +54.9% | +77.6% |
| 1Y | +86.7% | +20.3% | +66.4% | +83.5% |
| 3Y | +227.4% | +80.2% | +147.3% | +178.5% |
| 5Y | +173.0% | +40.0% | +133.0% | +146.7% |
| 10Y | +409.6% | +310.8% | +98.8% | +236.0% |
| All | +409.6% | +323.5% | +86.2% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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