+266.6%
EW vs SIMO
+423.7%
-157.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +4.9% | +14.9% | -9.9% | +3.1% |
| 30D | +24.1% | -27.0% | +51.1% | +28.0% |
| 3M | +13.7% | -25.4% | +39.1% | +15.8% |
| 6M | +32.7% | -30.3% | +63.0% | +33.5% |
| YTD | +24.1% | +95.8% | -71.7% | +0.6% |
| 1Y | +23.6% | +100.0% | -76.4% | -0.3% |
| 3Y | +64.8% | +238.3% | -173.5% | +15.7% |
| 5Y | -8.8% | +187.6% | -196.4% | -36.0% |
| All | +266.6% | +423.7% | -157.2% | +108.0% |
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