+155.0%
EWY vs SIMO
+230.1%
-75.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +1.9% |
| 7D | -6.3% | -8.2% | +1.9% | -3.7% |
| 30D | -19.8% | -34.6% | +14.8% | -9.1% |
| 3M | -14.4% | -32.6% | +18.2% | -4.9% |
| 6M | -25.3% | -31.8% | +6.5% | -17.0% |
| YTD | +46.2% | +87.6% | -41.5% | +21.7% |
| 1Y | +58.3% | +86.7% | -28.4% | +31.7% |
| 3Y | +155.0% | +227.4% | -72.5% | +70.4% |
| All | +155.0% | +230.1% | -75.1% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling