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  • EW vs SIMO✓SelectedUSD · SIMOEW vs SIMO performance historyLatest closeAs of+1.73%11/11
Stock and ETF performance explorer

EW vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+248.8%
SIMO return
+453.3%
Excess return
-204.5%
Maximum drawdown
-54.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
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