+56.6%
EWZ vs SIMO
+144.7%
-88.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.9% | -0.4% |
| 7D | -4.2% | -31.4% | +27.2% | -1.6% |
| 30D | -26.1% | -45.2% | +19.0% | -23.0% |
| 3M | -12.0% | -36.5% | +24.5% | -9.8% |
| 6M | -19.3% | -34.2% | +14.9% | -18.3% |
| YTD | +0.9% | +69.9% | -69.0% | -8.9% |
| 1Y | +3.4% | +60.4% | -57.0% | -6.1% |
| 3Y | +18.6% | +203.1% | -184.5% | -1.7% |
| 5Y | +56.6% | +145.4% | -88.9% | +24.6% |
| All | +56.6% | +144.7% | -88.1% | +24.6% |
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 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