+2,173.9%
SIMO vs ET
+1,435.0%
+739.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | +0.9% | +3.3% | +4.0% |
| 30D | +4.1% | +7.5% | -3.4% | +1.9% |
| 3M | -12.9% | +11.4% | -24.3% | -15.8% |
| 6M | +110.3% | +18.5% | +91.8% | +99.4% |
| YTD | +178.6% | +37.4% | +141.2% | +152.5% |
| 1Y | +220.0% | +30.9% | +189.1% | +194.3% |
| 3Y | +409.0% | +98.7% | +310.3% | +315.0% |
| 5Y | +277.3% | +230.7% | +46.6% | +160.6% |
| 10Y | +506.6% | +175.6% | +331.0% | +300.1% |
| All | +2,173.9% | +1,435.0% | +739.0% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling