-8.2%
EW vs SIMO
+170.3%
-178.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.7% |
| 7D | +4.9% | +4.1% | +0.8% | +4.5% |
| 30D | +23.9% | -24.0% | +47.9% | +25.9% |
| 3M | +15.8% | -31.8% | +47.5% | +17.8% |
| 6M | +31.7% | -36.9% | +68.5% | +33.1% |
| YTD | +25.7% | +84.8% | -59.1% | +6.9% |
| 1Y | +24.4% | +99.0% | -74.6% | +4.4% |
| 3Y | +65.9% | +217.9% | -152.1% | +24.8% |
| All | -8.2% | +170.3% | -178.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling