+143.8%
EWY vs SIMO
+220.5%
-76.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -2.8% |
| 7D | +1.2% | +12.5% | -11.3% | -2.4% |
| 30D | +9.3% | +18.4% | -9.1% | +3.5% |
| 3M | +2.4% | +5.6% | -3.2% | +0.7% |
| 6M | +40.3% | +116.9% | -76.6% | +17.4% |
| YTD | +88.0% | +188.4% | -100.4% | +43.2% |
| 1Y | +143.8% | +221.3% | -77.5% | +79.5% |
| All | +143.8% | +220.5% | -76.6% | +79.5% |
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 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