-23.4%
EWY vs SIMO
-28.1%
+4.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.7% | -2.5% | +2.0% |
| 7D | -2.8% | +0.9% | -3.8% | -3.1% |
| 30D | -13.1% | -25.4% | +12.3% | -1.8% |
| 3M | -11.6% | -17.8% | +6.1% | -7.0% |
| 6M | -23.4% | -29.6% | +6.2% | -14.1% |
| All | -23.4% | -28.1% | +4.7% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling