+156.7%
SIMO vs ESI
+28.5%
+128.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +2.8% |
| 7D | -22.0% | -8.5% | -13.5% | -16.2% |
| 30D | -43.0% | -15.7% | -27.4% | -34.6% |
| 3M | -39.1% | -18.2% | -20.9% | -28.2% |
| 6M | -33.3% | -28.8% | -4.4% | -13.3% |
| YTD | +77.0% | +26.3% | +50.7% | +71.4% |
| 1Y | +73.0% | +18.2% | +54.8% | +72.9% |
| 3Y | +215.7% | +68.1% | +147.6% | +171.7% |
| All | +156.7% | +28.5% | +128.3% | +151.9% |
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