+66.6%
EWJ vs SIMO
+230.1%
-163.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.0% | +2.9% |
| 7D | -1.5% | -8.2% | +6.7% | -0.6% |
| 30D | -6.5% | -34.6% | +28.1% | -1.9% |
| 3M | -5.6% | -32.6% | +27.0% | -2.0% |
| 6M | -0.3% | -31.8% | +31.6% | +2.1% |
| YTD | +13.9% | +87.6% | -73.7% | -3.9% |
| 1Y | +14.6% | +86.7% | -72.1% | -3.4% |
| 3Y | +66.6% | +227.4% | -160.8% | +17.6% |
| All | +66.6% | +230.1% | -163.5% | +17.6% |
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