+243.1%
EWJ vs SIMO
+3,332.4%
-3,089.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.7% |
| 7D | +2.5% | +4.2% | -1.7% | +1.9% |
| 30D | +3.3% | +4.1% | -0.8% | +2.3% |
| 3M | +5.0% | -12.9% | +17.9% | +5.4% |
| 6M | +11.5% | +110.3% | -98.8% | -1.2% |
| YTD | +22.4% | +178.6% | -156.2% | +4.0% |
| 1Y | +30.2% | +220.0% | -189.8% | +8.4% |
| 3Y | +72.8% | +409.0% | -336.2% | +33.9% |
| 5Y | +54.1% | +277.3% | -223.2% | +20.9% |
| 10Y | +140.6% | +506.6% | -366.0% | +70.6% |
| All | +243.1% | +3,332.4% | -3,089.2% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling