+303.6%
SIMO vs EFX
-35.1%
+338.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.2% | +6.5% |
| 7D | +14.6% | -7.8% | +22.4% | +15.5% |
| 30D | +6.2% | -5.7% | +11.9% | +6.6% |
| 3M | +3.6% | +2.5% | +1.0% | +0.8% |
| 6M | +130.8% | -16.7% | +147.5% | +136.3% |
| YTD | +195.8% | -20.2% | +216.0% | +203.8% |
| 1Y | +225.0% | -31.4% | +256.4% | +249.2% |
| 3Y | +452.3% | -10.5% | +462.8% | +437.8% |
| 5Y | +303.6% | -35.2% | +338.8% | +354.7% |
| All | +303.6% | -35.1% | +338.7% | +354.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling