+306.7%
SIMO vs ET
+242.4%
+64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +14.5% | +0.6% | +13.9% | +14.3% |
| 30D | +20.4% | +5.3% | +15.1% | +18.3% |
| 3M | +7.1% | +15.6% | -8.5% | +1.4% |
| 6M | +129.2% | +20.6% | +108.6% | +113.8% |
| YTD | +201.9% | +38.5% | +163.4% | +167.0% |
| 1Y | +235.5% | +35.7% | +199.8% | +199.0% |
| 3Y | +463.8% | +98.4% | +365.5% | +358.9% |
| 5Y | +306.7% | +245.3% | +61.4% | +188.6% |
| All | +306.7% | +242.4% | +64.3% | +188.6% |
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