+220.0%
SIMO vs EFX
-25.2%
+245.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.4% | +15.1% | +5.2% |
| 7D | +4.2% | -8.6% | +12.9% | -0.4% |
| 30D | +4.1% | +0.1% | +4.0% | +4.9% |
| 3M | -12.9% | +3.8% | -16.7% | -8.9% |
| 6M | +110.3% | -13.5% | +123.9% | +117.8% |
| YTD | +178.6% | -17.7% | +196.2% | +185.7% |
| 1Y | +220.0% | -25.6% | +245.6% | +230.0% |
| All | +220.0% | -25.2% | +245.2% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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