+164.3%
EWY vs SIMO
+226.2%
-61.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.7% | -4.1% | +2.0% |
| 7D | +4.8% | +4.2% | +0.6% | +3.5% |
| 30D | +11.7% | +4.1% | +7.6% | +9.4% |
| 3M | -7.4% | -12.9% | +5.5% | -4.7% |
| 6M | +40.6% | +110.3% | -69.8% | +18.9% |
| YTD | +94.3% | +178.6% | -84.3% | +50.0% |
| 1Y | +164.3% | +220.0% | -55.7% | +96.8% |
| All | +164.3% | +226.2% | -61.9% | +96.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling