+73.0%
SIMO vs ESTC
-2.5%
+75.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +4.3% |
| 7D | -22.0% | -11.5% | -10.5% | -22.7% |
| 30D | -43.0% | -7.5% | -35.5% | -43.2% |
| 3M | -39.1% | +23.1% | -62.2% | -37.0% |
| 6M | -33.3% | +75.3% | -108.6% | -30.0% |
| YTD | +77.0% | +14.1% | +62.9% | +95.7% |
| 1Y | +73.0% | -0.6% | +73.6% | +94.4% |
| All | +73.0% | -2.5% | +75.5% | +94.4% |
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 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