+284.8%
EFA vs SIMO
+3,332.4%
-3,047.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.1% |
| 7D | +0.6% | +4.2% | -3.6% | -0.1% |
| 30D | +0.9% | +4.1% | -3.2% | -0.3% |
| 3M | +4.9% | -12.9% | +17.7% | +5.1% |
| 6M | +8.6% | +110.3% | -101.8% | -6.6% |
| YTD | +14.6% | +178.6% | -164.0% | -6.2% |
| 1Y | +22.6% | +220.0% | -197.4% | -2.2% |
| 3Y | +66.5% | +409.0% | -342.5% | +21.3% |
| 5Y | +54.5% | +277.3% | -222.8% | +14.2% |
| 10Y | +144.8% | +506.6% | -361.8% | +59.4% |
| All | +284.8% | +3,332.4% | -3,047.5% | +44.4% |
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