+100.5%
SIMO vs ESTC
+1.6%
+99.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.7% |
| 7D | -16.9% | -15.9% | -1.0% | -18.2% |
| 30D | -35.4% | -5.5% | -29.9% | -35.5% |
| 3M | -31.9% | +26.2% | -58.1% | -29.3% |
| 6M | -19.3% | +77.0% | -96.3% | -14.8% |
| YTD | +98.5% | +18.9% | +79.6% | +119.8% |
| 1Y | +100.5% | +1.3% | +99.2% | +125.3% |
| All | +100.5% | +1.6% | +99.0% | +125.3% |
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