+66.5%
EWZ vs SIMO
+394.4%
-327.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +2.2% |
| 7D | +0.8% | +4.1% | -3.4% | +0.1% |
| 30D | -24.4% | -24.0% | -0.4% | -22.0% |
| 3M | -4.6% | -31.8% | +27.2% | -0.9% |
| 6M | -11.6% | -36.9% | +25.3% | -8.9% |
| YTD | +2.4% | +84.8% | -82.4% | -16.4% |
| 1Y | +2.1% | +99.0% | -96.9% | -18.0% |
| 3Y | +18.7% | +217.9% | -199.2% | -16.5% |
| 5Y | +54.2% | +171.5% | -117.3% | +6.0% |
| All | +66.5% | +394.4% | -327.9% | -16.6% |
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