+2,574.2%
SIMO vs ESI
+224.6%
+2,349.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.9% | +5.8% | +7.7% |
| 7D | +4.2% | +3.3% | +0.9% | +3.1% |
| 30D | +4.1% | -5.9% | +10.0% | +6.6% |
| 3M | -12.9% | -14.1% | +1.2% | -7.2% |
| 6M | +110.3% | +6.6% | +103.8% | +111.5% |
| YTD | +178.6% | +45.0% | +133.5% | +156.1% |
| 1Y | +220.0% | +41.5% | +178.5% | +196.8% |
| 3Y | +409.0% | +78.8% | +330.3% | +343.4% |
| 5Y | +277.3% | +70.9% | +206.4% | +226.7% |
| 10Y | +506.6% | +317.1% | +189.5% | +319.1% |
| All | +2,574.2% | +224.6% | +2,349.6% | +2,242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling