-36.6%
EFX vs SFM
+217.9%
-254.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.9% | -1.5% |
| 7D | -9.4% | -7.2% | -2.2% | -8.5% |
| 30D | -6.9% | -14.3% | +7.4% | -5.0% |
| 3M | +0.1% | -13.7% | +13.8% | +1.8% |
| 6M | -17.3% | -6.0% | -11.3% | -17.4% |
| YTD | -21.8% | -8.2% | -13.6% | -21.7% |
| 1Y | -32.5% | -46.2% | +13.7% | -26.8% |
| 3Y | -12.3% | +83.6% | -95.9% | -23.0% |
| 5Y | -36.6% | +212.7% | -249.3% | -49.1% |
| All | -36.6% | +217.9% | -254.5% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling