+242.9%
EW vs SIMO
+409.2%
-166.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | +9.3% | -16.0% | +25.3% | +11.3% |
| 30D | +22.1% | -35.8% | +57.8% | +28.0% |
| 3M | +13.0% | -26.5% | +39.5% | +15.2% |
| 6M | +30.1% | -33.0% | +63.1% | +31.4% |
| YTD | +22.0% | +84.3% | -62.3% | -0.2% |
| 1Y | +23.7% | +82.0% | -58.3% | +1.2% |
| 3Y | +62.0% | +218.5% | -156.5% | +14.7% |
| 5Y | -12.4% | +175.0% | -187.5% | -38.3% |
| All | +242.9% | +409.2% | -166.3% | +96.0% |
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