+1,498.2%
SIMO vs ET
+1,311.7%
+186.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +14.9% | +3.0% | +11.8% | +13.9% |
| 30D | -27.0% | -3.5% | -23.5% | -26.0% |
| 3M | -25.4% | -5.6% | -19.8% | -24.0% |
| 6M | -30.3% | +0.5% | -30.8% | -30.4% |
| YTD | +95.8% | +26.3% | +69.4% | +82.2% |
| 1Y | +100.0% | +25.7% | +74.4% | +86.4% |
| 3Y | +238.3% | +85.1% | +153.2% | +182.2% |
| 5Y | +187.6% | +216.4% | -28.8% | +102.3% |
| 10Y | +422.5% | +160.9% | +261.6% | +252.5% |
| All | +1,498.2% | +1,311.7% | +186.4% | +118.2% |
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