+146.5%
EFA vs SIMO
+394.4%
-247.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.8% |
| 7D | +2.2% | +4.1% | -1.9% | +1.7% |
| 30D | +1.4% | -24.0% | +25.4% | +4.1% |
| 3M | -4.2% | -31.8% | +27.6% | -1.0% |
| 6M | +1.9% | -36.9% | +38.8% | +4.7% |
| YTD | +10.2% | +84.8% | -74.6% | -5.8% |
| 1Y | +12.8% | +99.0% | -86.2% | -4.8% |
| 3Y | +65.2% | +217.9% | -152.7% | +26.0% |
| 5Y | +49.8% | +171.5% | -121.6% | +13.3% |
| All | +146.5% | +394.4% | -247.9% | +56.6% |
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 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