+407.5%
SIMO vs EFX
+69.3%
+338.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -16.0% | +0.3% | -16.3% | -16.1% |
| 30D | -35.8% | +29.1% | -64.9% | -39.1% |
| 3M | -26.5% | +4.3% | -30.8% | -27.9% |
| 6M | -33.0% | +7.7% | -40.7% | -36.2% |
| YTD | +84.3% | -12.5% | +96.8% | +84.0% |
| 1Y | +82.0% | -8.8% | +90.8% | +79.0% |
| 3Y | +218.5% | +4.3% | +214.1% | +195.4% |
| 5Y | +175.0% | -29.4% | +204.4% | +182.1% |
| 10Y | +407.5% | +78.1% | +329.4% | +264.3% |
| All | +407.5% | +69.3% | +338.2% | +264.3% |
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