+235.5%
SIMO vs EFV
+27.3%
+208.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.2% |
| 7D | +14.5% | -0.5% | +15.0% | +15.0% |
| 30D | +20.4% | 0.0% | +20.4% | +20.2% |
| 3M | +7.1% | +8.4% | -1.3% | -1.2% |
| 6M | +129.2% | +12.3% | +116.9% | +103.9% |
| YTD | +201.9% | +17.4% | +184.5% | +155.5% |
| 1Y | +235.5% | +27.1% | +208.4% | +136.2% |
| All | +235.5% | +27.3% | +208.2% | +136.2% |
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