+271.7%
EFA vs SIMO
+2,368.1%
-2,096.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | +1.6% | -25.4% | +27.0% | +5.0% |
| 3M | -3.2% | -17.8% | +14.6% | -2.2% |
| 6M | +2.5% | -29.6% | +32.0% | +4.1% |
| YTD | +10.7% | +100.3% | -89.6% | -6.4% |
| 1Y | +12.8% | +100.4% | -87.6% | -4.7% |
| 3Y | +66.4% | +246.1% | -179.7% | +26.4% |
| 5Y | +51.4% | +189.8% | -138.4% | +14.6% |
| 10Y | +146.3% | +434.6% | -288.3% | +61.3% |
| All | +271.7% | +2,368.1% | -2,096.3% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling