+270.1%
SIMO vs ESI
+72.3%
+197.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.9% | +5.8% | +6.8% |
| 7D | +4.2% | +3.3% | +0.9% | +2.2% |
| 30D | +4.1% | -5.9% | +10.0% | +8.5% |
| 3M | -12.9% | -14.1% | +1.2% | -3.0% |
| 6M | +110.3% | +6.6% | +103.8% | +112.3% |
| YTD | +178.6% | +45.0% | +133.5% | +141.6% |
| 1Y | +220.0% | +41.5% | +178.5% | +181.2% |
| 3Y | +409.0% | +78.8% | +330.3% | +306.8% |
| All | +270.1% | +72.3% | +197.8% | +198.0% |
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