+452.3%
SIMO vs EFV
+92.7%
+359.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +7.0% |
| 7D | +14.6% | +1.0% | +13.6% | +13.2% |
| 30D | +6.2% | +0.2% | +6.0% | +6.0% |
| 3M | +3.6% | +9.6% | -6.1% | -6.0% |
| 6M | +130.8% | +14.0% | +116.7% | +99.8% |
| YTD | +195.8% | +18.5% | +177.3% | +145.8% |
| 1Y | +225.0% | +27.9% | +197.1% | +147.5% |
| 3Y | +452.3% | +92.4% | +359.9% | +184.9% |
| All | +452.3% | +92.7% | +359.6% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling