+125.9%
EWJ vs SIMO
+394.4%
-268.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.1% |
| 7D | +4.0% | +4.1% | -0.1% | +3.4% |
| 30D | -4.3% | -24.0% | +19.7% | -1.4% |
| 3M | -6.8% | -31.8% | +25.0% | -3.4% |
| 6M | -0.9% | -36.9% | +36.0% | +2.5% |
| YTD | +14.3% | +84.8% | -70.6% | -0.5% |
| 1Y | +15.3% | +99.0% | -83.7% | -0.8% |
| 3Y | +65.6% | +217.9% | -152.3% | +30.5% |
| 5Y | +47.5% | +171.5% | -124.0% | +15.3% |
| All | +125.9% | +394.4% | -268.5% | +53.0% |
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