+306.7%
SIMO vs ESTC
+28.9%
+277.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.9% | +0.8% | +4.9% |
| 7D | -8.5% | -1.2% | -7.3% | -8.1% |
| 30D | -34.8% | -8.1% | -26.7% | -33.7% |
| 3M | -32.8% | +20.2% | -53.0% | -35.4% |
| 6M | -32.0% | +72.7% | -104.8% | -39.4% |
| YTD | +87.0% | +19.6% | +67.4% | +76.6% |
| 1Y | +86.1% | +0.3% | +85.8% | +81.3% |
| 3Y | +226.4% | +22.8% | +203.6% | +191.8% |
| 5Y | +172.1% | -50.9% | +223.0% | +180.5% |
| All | +306.7% | +28.9% | +277.8% | +193.7% |
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