+100.5%
SIMO vs ET
+24.7%
+75.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.5% | -6.1% | -8.3% |
| 7D | -16.9% | -6.0% | -10.8% | -14.9% |
| 30D | -35.4% | -6.1% | -29.3% | -34.0% |
| 3M | -31.9% | -2.7% | -29.2% | -30.4% |
| 6M | -19.3% | +0.2% | -19.5% | -17.0% |
| YTD | +98.5% | +24.3% | +74.1% | +88.4% |
| 1Y | +100.5% | +26.4% | +74.1% | +85.4% |
| All | +100.5% | +24.7% | +75.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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