+100.4%
SIMO vs ESI
+23.9%
+76.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.0% | +4.7% | +4.2% |
| 7D | +0.9% | +1.8% | -0.9% | -0.3% |
| 30D | -25.4% | -6.6% | -18.8% | -17.7% |
| 3M | -17.8% | -9.4% | -8.4% | -6.0% |
| 6M | -29.6% | -24.1% | -5.4% | -4.2% |
| YTD | +100.3% | +37.1% | +63.2% | +84.0% |
| 1Y | +100.4% | +24.5% | +75.8% | +95.4% |
| All | +100.4% | +23.9% | +76.5% | +95.4% |
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