+52.2%
EW vs SIMO
+214.6%
-162.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +1.2% |
| 7D | +11.0% | -22.0% | +33.0% | +11.8% |
| 30D | +19.1% | -43.0% | +62.1% | +21.3% |
| 3M | +14.4% | -39.1% | +53.5% | +15.8% |
| 6M | +22.8% | -33.3% | +56.0% | +22.4% |
| YTD | +19.8% | +77.0% | -57.2% | +5.2% |
| 1Y | +23.9% | +73.0% | -49.1% | +9.1% |
| 3Y | +52.2% | +215.7% | -163.5% | +24.2% |
| All | +52.2% | +214.6% | -162.4% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling