+49.3%
EWY vs SIMO
+81.6%
-32.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.5% |
| 7D | -10.2% | -16.0% | +5.8% | -5.0% |
| 30D | -21.5% | -35.8% | +14.3% | -10.3% |
| 3M | -14.7% | -26.5% | +11.8% | -7.1% |
| 6M | -26.8% | -33.0% | +6.2% | -17.1% |
| YTD | +43.2% | +84.3% | -41.2% | +31.0% |
| All | +49.3% | +81.6% | -32.3% | +36.4% |
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