+248.8%
EW vs SIMO
+453.3%
-204.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -6.9% | +0.7% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | +22.5% | -25.4% | +47.9% | +26.0% |
| 3M | +13.0% | -17.8% | +30.7% | +13.5% |
| 6M | +37.1% | -29.6% | +66.7% | +37.8% |
| YTD | +24.1% | +100.3% | -76.2% | +0.4% |
| 1Y | +24.2% | +100.4% | -76.1% | +0.3% |
| 3Y | +64.8% | +246.1% | -181.3% | +15.5% |
| 5Y | -7.4% | +189.8% | -197.2% | -35.0% |
| 10Y | +248.8% | +434.6% | -185.8% | +97.3% |
| All | +248.8% | +453.3% | -204.5% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling