+220.0%
SIMO vs EFV
+30.7%
+189.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.9% |
| 7D | +4.2% | +1.5% | +2.7% | +2.3% |
| 30D | +4.1% | +1.7% | +2.4% | +1.9% |
| 3M | -12.9% | +8.6% | -21.5% | -20.0% |
| 6M | +110.3% | +11.7% | +98.7% | +89.1% |
| YTD | +178.6% | +19.3% | +159.3% | +130.5% |
| 1Y | +220.0% | +30.2% | +189.8% | +115.6% |
| All | +220.0% | +30.7% | +189.3% | +115.6% |
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