+67.0%
EWZ vs SIMO
+453.3%
-386.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -0.4% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | -25.5% | -25.4% | -0.1% | -22.9% |
| 3M | -4.5% | -17.8% | +13.2% | -3.7% |
| 6M | -15.3% | -29.6% | +14.3% | -14.2% |
| YTD | +3.1% | +100.3% | -97.2% | -16.7% |
| 1Y | +1.2% | +100.4% | -99.2% | -18.4% |
| 3Y | +19.3% | +246.1% | -226.8% | -17.1% |
| 5Y | +52.3% | +189.8% | -137.5% | +4.0% |
| 10Y | +67.0% | +434.6% | -367.6% | -17.7% |
| All | +67.0% | +453.3% | -386.3% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling