+308.8%
EWY vs SIMO
+548.4%
-239.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | +6.7% | +14.5% | -7.8% | +3.0% |
| 30D | +17.0% | +20.4% | -3.5% | +11.3% |
| 3M | +3.7% | +7.1% | -3.5% | +1.2% |
| 6M | +42.5% | +129.2% | -86.8% | +15.0% |
| YTD | +96.2% | +201.9% | -105.7% | +47.6% |
| 1Y | +160.4% | +235.5% | -75.1% | +90.6% |
| 3Y | +231.7% | +463.8% | -232.2% | +111.3% |
| 5Y | +153.3% | +306.7% | -153.4% | +66.0% |
| 10Y | +308.8% | +579.5% | -270.6% | +116.5% |
| All | +308.8% | +548.4% | -239.6% | +116.5% |
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 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