+146.1%
EWT vs SIMO
+287.2%
-141.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +1.9% | -1.7% |
| 7D | -1.1% | +12.5% | -13.6% | -3.4% |
| 30D | +4.8% | +18.4% | -13.6% | +0.9% |
| 3M | +11.1% | +5.6% | +5.5% | +8.5% |
| 6M | +54.6% | +116.9% | -62.3% | +29.2% |
| YTD | +71.4% | +188.4% | -117.0% | +33.6% |
| 1Y | +82.1% | +221.3% | -139.2% | +38.1% |
| 3Y | +193.2% | +438.6% | -245.3% | +97.5% |
| 5Y | +146.1% | +287.9% | -141.8% | +72.5% |
| All | +146.1% | +287.2% | -141.1% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling