+12.4%
EFA vs SIMO
+81.6%
-69.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.5% |
| 7D | +1.2% | -16.0% | +17.3% | +2.0% |
| 30D | +0.9% | -35.8% | +36.7% | +2.9% |
| 3M | -3.4% | -26.5% | +23.1% | -2.4% |
| 6M | +2.0% | -33.0% | +35.0% | +3.0% |
| YTD | +10.4% | +84.3% | -73.9% | +4.7% |
| All | +12.4% | +81.6% | -69.2% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling