+530.5%
EWY vs SIMO
+2,368.1%
-1,837.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.7% | -2.5% | +4.2% |
| 7D | -2.8% | +0.9% | -3.8% | -2.8% |
| 30D | -13.1% | -25.4% | +12.3% | -7.3% |
| 3M | -11.6% | -17.8% | +6.1% | -8.3% |
| 6M | -23.4% | -29.6% | +6.2% | -18.0% |
| YTD | +52.0% | +100.3% | -48.3% | +25.8% |
| 1Y | +58.6% | +100.4% | -41.8% | +31.1% |
| 3Y | +163.3% | +246.1% | -82.8% | +88.7% |
| 5Y | +108.7% | +189.8% | -81.1% | +49.0% |
| 10Y | +237.8% | +434.6% | -196.8% | +98.3% |
| All | +530.5% | +2,368.1% | -1,837.6% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling