+306.7%
SIMO vs EFV
+95.4%
+211.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.9% |
| 7D | +14.5% | -0.5% | +15.0% | +14.9% |
| 30D | +20.4% | 0.0% | +20.4% | +20.3% |
| 3M | +7.1% | +8.4% | -1.3% | +0.3% |
| 6M | +129.2% | +12.3% | +116.9% | +107.9% |
| YTD | +201.9% | +17.4% | +184.5% | +164.4% |
| 1Y | +235.5% | +27.1% | +208.4% | +175.3% |
| 3Y | +463.8% | +90.7% | +373.1% | +245.6% |
| 5Y | +306.7% | +95.6% | +211.1% | +141.6% |
| All | +306.7% | +95.4% | +211.3% | +141.6% |
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 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