+220.0%
SIMO vs ESTC
+7.3%
+212.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.5% | +13.2% | +8.2% |
| 7D | +4.2% | -8.1% | +12.3% | +3.5% |
| 30D | +4.1% | +31.7% | -27.6% | +7.0% |
| 3M | -12.9% | +41.1% | -53.9% | -8.9% |
| 6M | +110.3% | +77.1% | +33.3% | +118.5% |
| YTD | +178.6% | +21.7% | +156.9% | +202.6% |
| 1Y | +220.0% | +8.4% | +211.6% | +264.2% |
| All | +220.0% | +7.3% | +212.7% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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