+58.3%
EWZ vs SIMO
+170.7%
-112.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.5% |
| 7D | +1.4% | -8.2% | +9.6% | +1.9% |
| 30D | -25.1% | -34.6% | +9.5% | -23.0% |
| 3M | -7.7% | -32.6% | +24.9% | -5.8% |
| 6M | -15.8% | -31.8% | +16.0% | -15.0% |
| YTD | +3.6% | +87.6% | -84.0% | -7.2% |
| 1Y | +5.5% | +86.7% | -81.2% | -5.5% |
| 3Y | +22.1% | +227.4% | -205.3% | +0.7% |
| 5Y | +58.3% | +173.0% | -114.6% | +27.2% |
| All | +58.3% | +170.7% | -112.4% | +27.2% |
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 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