+68.2%
EFA vs SIMO
+462.5%
-394.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.1% |
| 7D | +1.2% | +14.6% | -13.4% | -0.2% |
| 30D | -0.7% | +6.2% | -6.9% | -1.6% |
| 3M | +6.4% | +3.6% | +2.8% | +4.8% |
| 6M | +11.4% | +130.8% | -119.4% | -2.2% |
| YTD | +14.0% | +195.8% | -181.8% | -4.8% |
| 1Y | +20.2% | +225.0% | -204.8% | -2.0% |
| 3Y | +68.2% | +452.3% | -384.1% | +15.8% |
| All | +68.2% | +462.5% | -394.3% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling