+82.0%
SIMO vs EFV
+21.7%
+60.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | -16.0% | +2.1% | -18.2% | -17.6% |
| 30D | -35.8% | +3.1% | -38.8% | -37.6% |
| 3M | -26.5% | -1.3% | -25.2% | -25.3% |
| 6M | -33.0% | +6.0% | -39.0% | -35.7% |
| YTD | +84.3% | +15.8% | +68.5% | +73.3% |
| 1Y | +82.0% | +21.1% | +60.9% | +61.7% |
| All | +82.0% | +21.7% | +60.3% | +61.7% |
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