+325.8%
SIMO vs ESTC
+27.2%
+298.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.6% |
| 7D | +14.9% | +5.8% | +9.1% | +13.8% |
| 30D | -27.0% | -5.6% | -21.4% | -26.1% |
| 3M | -25.4% | +15.4% | -40.8% | -27.7% |
| 6M | -30.3% | +77.8% | -108.1% | -38.1% |
| YTD | +95.8% | +18.1% | +77.7% | +85.3% |
| 1Y | +100.0% | -3.7% | +103.7% | +96.4% |
| 3Y | +238.3% | +16.9% | +221.4% | +205.2% |
| 5Y | +187.6% | -51.2% | +238.8% | +196.7% |
| All | +325.8% | +27.2% | +298.6% | +208.1% |
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