+217.9%
SIMO vs ESTC
+14.8%
+203.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.5% |
| 7D | +4.1% | +2.4% | +1.7% | +3.9% |
| 30D | -24.0% | -4.2% | -19.7% | -23.5% |
| 3M | -31.8% | +2.5% | -34.2% | -32.0% |
| 6M | -36.9% | +81.5% | -118.4% | -42.0% |
| YTD | +84.8% | +16.8% | +68.0% | +81.4% |
| 1Y | +99.0% | -3.5% | +102.4% | +101.8% |
| 3Y | +217.9% | +17.7% | +200.2% | +220.3% |
| All | +217.9% | +14.8% | +203.2% | +220.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling