+244.6%
SIMO vs ESTC
+13.7%
+230.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +0.9% | -2.6% | +3.6% | +1.3% |
| 30D | -25.4% | -8.6% | -16.8% | -24.6% |
| 3M | -17.8% | +14.4% | -32.1% | -19.0% |
| 6M | -29.6% | +73.3% | -102.9% | -34.8% |
| YTD | +100.3% | +15.7% | +84.6% | +96.8% |
| 1Y | +100.4% | -7.6% | +108.0% | +104.7% |
| All | +244.6% | +13.7% | +230.9% | +247.6% |
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