+231.6%
EFX vs SFM
+46.8%
+184.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | +25.3% | -19.2% | +44.5% | +28.0% |
| 3M | +3.8% | -40.3% | +44.1% | +9.9% |
| 6M | +12.7% | -40.9% | +53.6% | +19.1% |
| YTD | -13.1% | -35.5% | +22.4% | -9.6% |
| 1Y | -9.3% | -37.4% | +28.1% | -5.3% |
| 3Y | +3.5% | +25.5% | -21.9% | -2.1% |
| 5Y | -30.6% | +113.0% | -143.6% | -39.4% |
| 10Y | +80.2% | +136.3% | -56.2% | +50.6% |
| All | +231.6% | +46.8% | +184.8% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling