+99.0%
SIMO vs ET
+25.8%
+73.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.1% | +2.5% | +1.6% | +3.1% |
| 30D | -24.0% | -2.5% | -21.5% | -23.1% |
| 3M | -31.8% | -4.9% | -26.9% | -30.7% |
| 6M | -36.9% | -0.1% | -36.8% | -34.7% |
| YTD | +84.8% | +26.2% | +58.6% | +85.4% |
| 1Y | +99.0% | +25.2% | +73.8% | +100.1% |
| All | +99.0% | +25.8% | +73.2% | +100.1% |
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