+301.9%
SIMO vs ESTC
+25.9%
+276.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.4% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | -24.0% | -4.2% | -19.7% | -23.2% |
| 3M | -31.8% | +2.5% | -34.2% | -32.5% |
| 6M | -36.9% | +81.5% | -118.4% | -44.2% |
| YTD | +84.8% | +16.8% | +68.0% | +75.2% |
| 1Y | +99.0% | -3.5% | +102.4% | +95.2% |
| 3Y | +217.9% | +17.7% | +200.2% | +186.4% |
| 5Y | +171.5% | -51.7% | +223.2% | +180.6% |
| All | +301.9% | +25.9% | +276.0% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling