+156.7%
SIMO vs EFX
-31.2%
+187.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.3% | +4.3% |
| 7D | -22.0% | +2.7% | -24.7% | -22.2% |
| 30D | -43.0% | +33.1% | -76.2% | -44.6% |
| 3M | -39.1% | +8.2% | -47.3% | -39.8% |
| 6M | -33.3% | +10.2% | -43.4% | -35.4% |
| YTD | +77.0% | -11.8% | +88.8% | +80.2% |
| 1Y | +73.0% | -6.1% | +79.1% | +72.2% |
| 3Y | +215.7% | +7.5% | +208.2% | +197.0% |
| All | +156.7% | -31.2% | +187.9% | +195.6% |
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 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