+235.5%
SIMO vs ESI
+38.0%
+197.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.3% |
| 7D | +14.5% | +3.9% | +10.6% | +10.2% |
| 30D | +20.4% | -3.8% | +24.2% | +25.5% |
| 3M | +7.1% | -13.1% | +20.3% | +23.7% |
| 6M | +129.2% | +11.3% | +117.9% | +128.6% |
| YTD | +201.9% | +44.1% | +157.8% | +142.3% |
| 1Y | +235.5% | +40.3% | +195.2% | +176.3% |
| All | +235.5% | +38.0% | +197.5% | +176.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling