+2,101.2%
SIMO vs EFX
+552.3%
+1,548.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.3% | +5.0% |
| 7D | -22.0% | +2.7% | -24.7% | -23.3% |
| 30D | -43.0% | +33.1% | -76.2% | -50.6% |
| 3M | -39.1% | +8.2% | -47.3% | -43.3% |
| 6M | -33.3% | +10.2% | -43.4% | -41.1% |
| YTD | +77.0% | -11.8% | +88.8% | +69.9% |
| 1Y | +73.0% | -6.1% | +79.1% | +60.3% |
| 3Y | +215.7% | +7.5% | +208.2% | +158.9% |
| 5Y | +155.6% | -30.7% | +186.3% | +154.5% |
| 10Y | +388.4% | +68.7% | +319.7% | +139.7% |
| All | +2,101.2% | +552.3% | +1,548.9% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling