+528.8%
SIMO vs ESI
+307.6%
+221.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +5.9% |
| 7D | +14.6% | +5.4% | +9.2% | +11.9% |
| 30D | +6.2% | -4.2% | +10.4% | +8.7% |
| 3M | +3.6% | -9.6% | +13.2% | +9.9% |
| 6M | +130.8% | +18.3% | +112.5% | +122.7% |
| YTD | +195.8% | +45.8% | +149.9% | +162.6% |
| 1Y | +225.0% | +39.2% | +185.8% | +194.3% |
| 3Y | +452.3% | +86.3% | +366.0% | +349.2% |
| 5Y | +303.6% | +76.2% | +227.4% | +226.1% |
| 10Y | +528.8% | +306.8% | +222.0% | +275.1% |
| All | +528.8% | +307.6% | +221.2% | +275.1% |
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