+24.5%
EW vs SIMO
+80.9%
-56.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +2.6% |
| 7D | +12.3% | -8.2% | +20.4% | +12.1% |
| 30D | +22.9% | -34.6% | +57.5% | +22.0% |
| 3M | +16.7% | -32.6% | +49.3% | +16.1% |
| 6M | +31.0% | -31.8% | +62.8% | +30.0% |
| YTD | +22.8% | +87.6% | -64.8% | +17.9% |
| All | +24.5% | +80.9% | -56.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling