+838.9%
EWT vs SIMO
+2,368.1%
-1,529.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.7% | -2.8% | +4.2% |
| 7D | +3.2% | +0.9% | +2.3% | +3.2% |
| 30D | -12.3% | -25.4% | +13.1% | -8.0% |
| 3M | -3.6% | -17.8% | +14.1% | -1.5% |
| 6M | +3.1% | -29.6% | +32.7% | +7.1% |
| YTD | +57.7% | +100.3% | -42.6% | +31.9% |
| 1Y | +60.3% | +100.4% | -40.1% | +34.0% |
| 3Y | +163.4% | +246.1% | -82.7% | +95.9% |
| 5Y | +127.4% | +189.8% | -62.4% | +68.7% |
| 10Y | +462.7% | +434.6% | +28.1% | +256.2% |
| All | +838.9% | +2,368.1% | -1,529.2% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling