+235.5%
EW vs SIMO
+379.7%
-144.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +0.8% |
| 7D | +11.0% | -22.0% | +33.0% | +14.0% |
| 30D | +19.1% | -43.0% | +62.1% | +26.8% |
| 3M | +14.4% | -39.1% | +53.5% | +19.5% |
| 6M | +22.8% | -33.3% | +56.0% | +23.8% |
| YTD | +19.8% | +77.0% | -57.2% | -1.5% |
| 1Y | +23.9% | +73.0% | -49.1% | +2.1% |
| 3Y | +52.2% | +215.7% | -163.5% | +7.7% |
| 5Y | -13.9% | +155.6% | -169.6% | -38.5% |
| All | +235.5% | +379.7% | -144.2% | +93.8% |
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