+300.9%
SIMO vs ESTC
+24.6%
+276.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | -16.0% | -3.6% | -12.5% | -15.4% |
| 30D | -35.8% | -11.2% | -24.6% | -34.3% |
| 3M | -26.5% | +14.3% | -40.8% | -28.6% |
| 6M | -33.0% | +67.0% | -100.0% | -39.9% |
| YTD | +84.3% | +15.7% | +68.7% | +75.1% |
| 1Y | +82.0% | -6.3% | +88.2% | +79.5% |
| 3Y | +218.5% | +14.5% | +204.0% | +188.4% |
| 5Y | +175.0% | -49.9% | +224.9% | +181.1% |
| All | +300.9% | +24.6% | +276.3% | +191.2% |
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 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