+84.6%
SIMO vs ESI
+19.1%
+65.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.5% | -0.1% |
| 7D | -8.5% | -3.5% | -5.0% | -3.8% |
| 30D | -34.8% | -9.3% | -25.6% | -25.8% |
| 3M | -32.8% | -12.8% | -20.0% | -19.9% |
| 6M | -32.0% | -24.6% | -7.4% | -6.4% |
| YTD | +87.0% | +32.7% | +54.3% | +77.7% |
| All | +84.6% | +19.1% | +65.5% | +87.2% |
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