+579.5%
SIMO vs EFX
+38.5%
+540.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.1% | +2.5% |
| 7D | +14.5% | -9.4% | +23.9% | +16.5% |
| 30D | +20.4% | -6.9% | +27.3% | +21.5% |
| 3M | +7.1% | +0.1% | +7.0% | +4.2% |
| 6M | +129.2% | -17.3% | +146.6% | +134.0% |
| YTD | +201.9% | -21.8% | +223.8% | +210.2% |
| 1Y | +235.5% | -32.5% | +268.0% | +259.6% |
| 3Y | +463.8% | -12.3% | +476.2% | +447.5% |
| 5Y | +306.7% | -36.6% | +343.3% | +328.0% |
| 10Y | +579.5% | +41.0% | +538.4% | +422.0% |
| All | +579.5% | +38.5% | +540.9% | +422.0% |
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 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