+3,488.1%
SIMO vs EFV
+258.8%
+3,229.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.8% |
| 7D | +4.2% | +1.5% | +2.7% | +2.8% |
| 30D | +4.1% | +1.7% | +2.3% | +2.5% |
| 3M | -12.9% | +8.6% | -21.5% | -18.6% |
| 6M | +110.3% | +11.7% | +98.7% | +90.9% |
| YTD | +178.6% | +19.3% | +159.3% | +138.5% |
| 1Y | +220.0% | +30.2% | +189.8% | +153.9% |
| 3Y | +409.0% | +91.6% | +317.5% | +187.8% |
| 5Y | +277.3% | +96.4% | +180.9% | +105.4% |
| 10Y | +506.6% | +166.5% | +340.1% | +144.2% |
| All | +3,488.1% | +258.8% | +3,229.2% | +951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling