+60.8%
EWZ vs SIMO
+395.4%
-334.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | +1.3% | -16.0% | +17.3% | +3.7% |
| 30D | -26.2% | -35.8% | +9.6% | -21.9% |
| 3M | -8.6% | -26.5% | +17.8% | -6.2% |
| 6M | -17.0% | -33.0% | +16.0% | -15.4% |
| YTD | +2.2% | +84.3% | -82.2% | -16.4% |
| 1Y | +2.7% | +82.0% | -79.3% | -15.9% |
| 3Y | +18.2% | +218.5% | -200.3% | -16.7% |
| 5Y | +56.0% | +175.0% | -119.0% | +7.1% |
| 10Y | +60.8% | +407.5% | -346.7% | -20.3% |
| All | +60.8% | +395.4% | -334.6% | -20.3% |
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