+54.2%
EWZ vs SIMO
+170.3%
-116.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.8% |
| 7D | +0.8% | +4.1% | -3.4% | +0.4% |
| 30D | -24.4% | -24.0% | -0.4% | -23.1% |
| 3M | -4.6% | -31.8% | +27.2% | -2.7% |
| 6M | -11.6% | -36.9% | +25.3% | -10.1% |
| YTD | +2.4% | +84.8% | -82.4% | -8.1% |
| 1Y | +2.1% | +99.0% | -96.9% | -9.3% |
| 3Y | +18.7% | +217.9% | -199.2% | -1.7% |
| All | +54.2% | +170.3% | -116.2% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling