+99.5%
EWY vs SIMO
+170.7%
-71.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +2.1% |
| 7D | -6.3% | -8.2% | +1.9% | -4.0% |
| 30D | -19.8% | -34.6% | +14.8% | -10.6% |
| 3M | -14.4% | -32.6% | +18.2% | -6.1% |
| 6M | -25.3% | -31.8% | +6.5% | -18.2% |
| YTD | +46.2% | +87.6% | -41.5% | +26.1% |
| 1Y | +58.3% | +86.7% | -28.4% | +36.6% |
| 3Y | +155.0% | +227.4% | -72.5% | +91.9% |
| 5Y | +99.5% | +173.0% | -73.5% | +49.9% |
| All | +99.5% | +170.7% | -71.3% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling