+170.0%
SIMO vs EFV
+93.2%
+76.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.9% |
| 7D | +4.1% | +2.5% | +1.6% | +1.9% |
| 30D | -24.0% | +2.9% | -26.9% | -26.0% |
| 3M | -31.8% | -1.4% | -30.3% | -31.0% |
| 6M | -36.9% | +5.5% | -42.4% | -39.5% |
| YTD | +84.8% | +16.1% | +68.8% | +63.2% |
| 1Y | +99.0% | +20.3% | +78.7% | +70.4% |
| 3Y | +217.9% | +90.4% | +127.5% | +94.3% |
| All | +170.0% | +93.2% | +76.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling