+3,365.1%
SIMO vs EFX
+509.1%
+2,855.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.4% | +15.1% | +11.5% |
| 7D | +4.2% | -8.6% | +12.9% | +8.0% |
| 30D | +4.1% | +0.1% | +4.0% | +2.9% |
| 3M | -12.9% | +3.8% | -16.7% | -18.5% |
| 6M | +110.3% | -13.5% | +123.9% | +112.3% |
| YTD | +178.6% | -17.7% | +196.2% | +182.6% |
| 1Y | +220.0% | -25.6% | +245.6% | +238.8% |
| 3Y | +409.0% | -12.1% | +421.1% | +372.4% |
| 5Y | +277.3% | -33.8% | +311.1% | +289.8% |
| 10Y | +506.6% | +45.1% | +461.5% | +234.9% |
| All | +3,365.1% | +509.1% | +2,855.9% | +445.0% |
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 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