+452.3%
EWT vs SIMO
+394.4%
+57.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.3% |
| 7D | +9.1% | +4.1% | +5.0% | +8.2% |
| 30D | -12.2% | -24.0% | +11.7% | -7.6% |
| 3M | -9.4% | -31.8% | +22.4% | -3.6% |
| 6M | +2.7% | -36.9% | +39.5% | +9.5% |
| YTD | +53.3% | +84.8% | -31.5% | +27.2% |
| 1Y | +59.2% | +99.0% | -39.8% | +29.9% |
| 3Y | +157.1% | +217.9% | -60.8% | +85.4% |
| 5Y | +119.6% | +171.5% | -51.9% | +56.9% |
| All | +452.3% | +394.4% | +57.9% | +224.4% |
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