+170.0%
SIMO vs ESI
+36.5%
+133.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.1% |
| 7D | +4.1% | +5.5% | -1.4% | +0.4% |
| 30D | -24.0% | -7.8% | -16.2% | -17.9% |
| 3M | -31.8% | -15.0% | -16.8% | -21.8% |
| 6M | -36.9% | -24.9% | -12.0% | -20.8% |
| YTD | +84.8% | +33.2% | +51.6% | +72.6% |
| 1Y | +99.0% | +24.9% | +74.1% | +91.6% |
| 3Y | +217.9% | +77.8% | +140.2% | +163.5% |
| All | +170.0% | +36.5% | +133.5% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling