+55.0%
EWZ vs SIMO
+269.6%
-214.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -1.4% |
| 7D | +6.5% | +4.2% | +2.3% | +6.1% |
| 30D | +4.8% | +4.1% | +0.8% | +4.2% |
| 3M | +9.9% | -12.9% | +22.8% | +10.1% |
| 6M | +1.9% | +110.3% | -108.4% | -7.7% |
| YTD | +20.3% | +178.6% | -158.3% | +4.7% |
| 1Y | +35.6% | +220.0% | -184.4% | +15.6% |
| 3Y | +43.4% | +409.0% | -365.6% | +13.8% |
| All | +55.0% | +269.6% | -214.6% | +28.1% |
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