+189.8%
SIMO vs ET
+216.9%
-27.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.6% |
| 7D | +0.9% | +1.8% | -0.8% | +0.3% |
| 30D | -25.4% | -3.0% | -22.4% | -24.3% |
| 3M | -17.8% | -4.7% | -13.1% | -16.0% |
| 6M | -29.6% | +2.7% | -32.2% | -30.3% |
| YTD | +100.3% | +26.5% | +73.8% | +82.2% |
| 1Y | +100.4% | +25.0% | +75.4% | +83.1% |
| 3Y | +246.1% | +85.4% | +160.7% | +185.4% |
| 5Y | +189.8% | +215.5% | -25.7% | +114.1% |
| All | +189.8% | +216.9% | -27.1% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling