+229.5%
EWY vs SIMO
+394.4%
-164.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.3% |
| 7D | +4.2% | +4.1% | +0.1% | +3.1% |
| 30D | -10.7% | -24.0% | +13.3% | -4.3% |
| 3M | -20.1% | -31.8% | +11.7% | -12.6% |
| 6M | -24.3% | -36.9% | +12.6% | -16.0% |
| YTD | +46.9% | +84.8% | -38.0% | +23.9% |
| 1Y | +55.2% | +99.0% | -43.8% | +28.6% |
| 3Y | +157.0% | +217.9% | -61.0% | +86.3% |
| 5Y | +98.9% | +171.5% | -72.6% | +42.8% |
| All | +229.5% | +394.4% | -164.9% | +87.9% |
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