+148.1%
EWY vs SIMO
+297.1%
-149.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -1.0% |
| 7D | +8.0% | +14.6% | -6.6% | +4.2% |
| 30D | +14.3% | +6.2% | +8.1% | +12.1% |
| 3M | +2.3% | +3.6% | -1.3% | +0.7% |
| 6M | +49.9% | +130.8% | -80.9% | +22.9% |
| YTD | +95.3% | +195.8% | -100.4% | +50.7% |
| 1Y | +161.7% | +225.0% | -63.3% | +97.4% |
| 3Y | +230.2% | +452.3% | -222.1% | +120.1% |
| 5Y | +148.1% | +303.6% | -155.5% | +67.4% |
| All | +148.1% | +297.1% | -149.0% | +67.4% |
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 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