+97.9%
EWT vs SIMO
+226.2%
-128.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +0.4% |
| 7D | +4.0% | +4.2% | -0.3% | +3.1% |
| 30D | +10.3% | +4.1% | +6.2% | +8.9% |
| 3M | +6.1% | -12.9% | +19.0% | +7.2% |
| 6M | +56.6% | +110.3% | -53.7% | +39.0% |
| YTD | +76.6% | +178.6% | -102.0% | +45.8% |
| 1Y | +97.9% | +220.0% | -122.1% | +60.9% |
| All | +97.9% | +226.2% | -128.4% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling