+38.9%
EFX vs SFM
+268.6%
-229.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -11.1% | -8.8% | -2.4% | -10.1% |
| 30D | -7.4% | -14.5% | +7.1% | -5.6% |
| 3M | +1.5% | -16.8% | +18.3% | +3.6% |
| 6M | -13.7% | -5.3% | -8.3% | -13.8% |
| YTD | -21.9% | -9.4% | -12.5% | -21.6% |
| 1Y | -30.8% | -46.2% | +15.4% | -25.9% |
| 3Y | -12.4% | +81.3% | -93.6% | -21.0% |
| 5Y | -35.9% | +211.9% | -247.8% | -47.0% |
| All | +38.9% | +268.6% | -229.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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