+100.5%
SIMO vs EFV
+25.8%
+74.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -12.4% |
| 7D | -16.9% | +2.9% | -19.8% | -19.3% |
| 30D | -35.4% | +3.6% | -38.9% | -37.7% |
| 3M | -31.9% | -0.1% | -31.8% | -31.7% |
| 6M | -19.3% | +9.6% | -28.9% | -24.4% |
| YTD | +98.5% | +17.0% | +81.5% | +82.9% |
| 1Y | +100.5% | +25.7% | +74.9% | +66.7% |
| All | +100.5% | +25.8% | +74.7% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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