+214.3%
EFX vs SFM
+132.6%
+81.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.2% | -6.7% |
| 7D | -8.6% | -0.1% | -8.6% | -8.7% |
| 30D | +0.1% | -4.4% | +4.5% | +0.5% |
| 3M | +3.8% | +1.5% | +2.3% | +3.3% |
| 6M | -13.5% | +6.5% | -20.0% | -14.8% |
| YTD | -17.7% | +2.2% | -19.8% | -18.6% |
| 1Y | -25.6% | -41.9% | +16.3% | -21.3% |
| 3Y | -12.1% | +106.8% | -118.8% | -21.5% |
| 5Y | -33.8% | +231.6% | -265.4% | -45.0% |
| 10Y | +45.1% | +258.4% | -213.3% | +15.6% |
| All | +214.3% | +132.6% | +81.7% | +160.2% |
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