+140.4%
EFA vs SIMO
+557.5%
-417.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | -0.3% |
| 7D | -2.4% | +12.5% | -14.9% | -3.9% |
| 30D | -2.2% | +18.4% | -20.7% | -4.7% |
| 3M | +5.7% | +5.6% | +0.1% | +3.3% |
| 6M | +8.2% | +116.9% | -108.7% | -6.5% |
| YTD | +11.8% | +188.4% | -176.6% | -8.2% |
| 1Y | +18.3% | +221.3% | -203.0% | -5.0% |
| 3Y | +64.9% | +438.6% | -373.6% | +19.5% |
| 5Y | +52.4% | +287.9% | -235.5% | +12.6% |
| All | +140.4% | +557.5% | -417.1% | +50.7% |
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 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