+431.7%
EWT vs SIMO
+409.2%
+22.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -3.7% | -16.0% | +12.4% | -0.1% |
| 30D | -17.2% | -35.8% | +18.6% | -9.9% |
| 3M | -7.3% | -26.5% | +19.1% | -2.9% |
| 6M | -1.5% | -33.0% | +31.5% | +3.9% |
| YTD | +49.0% | +84.3% | -35.3% | +23.8% |
| 1Y | +50.6% | +82.0% | -31.4% | +25.3% |
| 3Y | +148.9% | +218.5% | -69.6% | +79.5% |
| 5Y | +116.1% | +175.0% | -59.0% | +54.0% |
| All | +431.7% | +409.2% | +22.5% | +211.9% |
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 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