+239.8%
EW vs SIMO
+436.4%
-196.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.8% |
| 7D | +12.3% | -8.2% | +20.4% | +13.1% |
| 30D | +22.9% | -34.6% | +57.5% | +28.6% |
| 3M | +16.7% | -32.6% | +49.3% | +20.3% |
| 6M | +31.0% | -31.8% | +62.8% | +32.0% |
| YTD | +22.8% | +87.6% | -64.8% | +0.3% |
| 1Y | +25.6% | +86.7% | -61.1% | +2.4% |
| 3Y | +62.0% | +227.4% | -165.5% | +14.3% |
| 5Y | -12.8% | +173.0% | -185.8% | -38.2% |
| 10Y | +239.8% | +409.6% | -169.8% | +94.8% |
| All | +239.8% | +436.4% | -196.6% | +94.8% |
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