+43.6%
EWZ vs SIMO
+379.7%
-336.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.1% |
| 7D | -1.5% | -22.0% | +20.5% | +1.8% |
| 30D | -24.5% | -43.0% | +18.5% | -18.7% |
| 3M | -10.7% | -39.1% | +28.4% | -5.7% |
| 6M | -19.1% | -33.3% | +14.2% | -17.5% |
| YTD | +1.6% | +77.0% | -75.3% | -16.4% |
| 1Y | +4.3% | +73.0% | -68.7% | -13.9% |
| 3Y | +19.0% | +215.7% | -196.8% | -16.3% |
| 5Y | +57.7% | +155.6% | -98.0% | +9.8% |
| All | +43.6% | +379.7% | -336.1% | -29.2% |
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