+41.0%
EFX vs SM
+16.0%
+25.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.1% |
| 7D | -9.4% | -0.2% | -9.1% | -9.4% |
| 30D | -6.9% | +20.3% | -27.2% | -8.0% |
| 3M | +0.1% | +22.9% | -22.8% | -1.5% |
| 6M | -17.3% | +47.8% | -65.2% | -20.0% |
| YTD | -21.8% | +107.5% | -129.3% | -26.2% |
| 1Y | -32.5% | +51.7% | -84.3% | -35.0% |
| 3Y | -12.3% | -0.9% | -11.5% | -14.3% |
| 5Y | -36.6% | +112.2% | -148.9% | -41.1% |
| 10Y | +41.0% | +20.3% | +20.7% | +14.0% |
| All | +41.0% | +16.0% | +25.1% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling