+417.8%
SIMO vs EFX
+79.2%
+338.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +14.9% | -3.6% | +18.5% | +15.5% |
| 30D | -27.0% | +25.3% | -52.3% | -30.4% |
| 3M | -25.4% | +3.8% | -29.2% | -26.8% |
| 6M | -30.3% | +12.7% | -43.0% | -34.5% |
| YTD | +95.8% | -13.1% | +108.9% | +95.7% |
| 1Y | +100.0% | -9.3% | +109.4% | +96.9% |
| 3Y | +238.3% | +3.5% | +234.7% | +214.0% |
| 5Y | +187.6% | -30.6% | +218.2% | +196.4% |
| All | +417.8% | +79.2% | +338.6% | +264.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling