+197.5%
EWT vs SIMO
+482.9%
-285.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.2% | -5.4% | +0.2% |
| 7D | -1.1% | +11.0% | -12.2% | -3.5% |
| 30D | +4.5% | +17.9% | -13.4% | +0.2% |
| 3M | +8.3% | +3.9% | +4.4% | +5.6% |
| 6M | +54.2% | +131.0% | -76.8% | +22.7% |
| YTD | +74.6% | +209.3% | -134.7% | +25.5% |
| 1Y | +84.9% | +223.8% | -138.9% | +30.0% |
| 3Y | +197.5% | +479.2% | -281.7% | +63.7% |
| All | +197.5% | +482.9% | -285.3% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling