-11.2%
EFX vs SM
-1.8%
-9.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.4% |
| 7D | -7.8% | -0.2% | -7.7% | -7.8% |
| 30D | -5.7% | +31.5% | -37.2% | -8.6% |
| 3M | +2.5% | +17.3% | -14.8% | +0.2% |
| 6M | -16.7% | +48.5% | -65.2% | -21.9% |
| YTD | -20.2% | +106.3% | -126.4% | -29.4% |
| 1Y | -31.4% | +47.3% | -78.7% | -35.9% |
| All | -11.2% | -1.8% | -9.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling