+221.3%
SIMO vs ET
+35.8%
+185.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | +12.5% | +1.4% | +11.2% | +12.1% |
| 30D | +18.4% | +4.6% | +13.8% | +17.3% |
| 3M | +5.6% | +16.0% | -10.4% | +1.7% |
| 6M | +116.9% | +22.8% | +94.1% | +103.4% |
| YTD | +188.4% | +38.9% | +149.6% | +148.8% |
| 1Y | +221.3% | +34.1% | +187.2% | +163.5% |
| All | +221.3% | +35.8% | +185.5% | +163.5% |
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