+520.8%
EWT vs SIMO
+548.4%
-27.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | +2.1% | +14.5% | -12.4% | -0.7% |
| 30D | +9.4% | +20.4% | -11.0% | +4.8% |
| 3M | +10.9% | +7.1% | +3.7% | +7.7% |
| 6M | +57.9% | +129.2% | -71.3% | +28.9% |
| YTD | +75.9% | +201.9% | -126.0% | +34.2% |
| 1Y | +89.7% | +235.5% | -145.8% | +40.9% |
| 3Y | +200.9% | +463.8% | -263.0% | +97.0% |
| 5Y | +154.5% | +306.7% | -152.2% | +70.7% |
| 10Y | +520.8% | +579.5% | -58.7% | +247.5% |
| All | +520.8% | +548.4% | -27.6% | +247.5% |
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