+284.9%
SIMO vs ESTC
+23.0%
+261.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.8% |
| 7D | -22.0% | -11.5% | -10.5% | -20.3% |
| 30D | -43.0% | -7.5% | -35.5% | -42.2% |
| 3M | -39.1% | +23.1% | -62.2% | -41.7% |
| 6M | -33.3% | +75.3% | -108.6% | -40.8% |
| YTD | +77.0% | +14.1% | +62.9% | +68.4% |
| 1Y | +73.0% | -0.6% | +73.6% | +68.5% |
| 3Y | +215.7% | +20.8% | +194.9% | +182.6% |
| 5Y | +155.6% | -48.8% | +204.4% | +159.2% |
| All | +284.9% | +23.0% | +261.9% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling