-25.6%
EFX vs SM
+36.8%
-62.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -6.4% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | +0.1% | +25.6% | -25.5% | +0.6% |
| 3M | +3.8% | +8.0% | -4.2% | +4.0% |
| 6M | -13.5% | +50.8% | -64.3% | -14.5% |
| YTD | -17.7% | +97.9% | -115.5% | -20.1% |
| 1Y | -25.6% | +33.8% | -59.4% | -26.7% |
| All | -25.6% | +36.8% | -62.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling