-28.9%
EFX vs SM
-0.4%
-28.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.5% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +27.9% | -17.3% | +45.2% | +30.2% |
| 3M | +3.8% | -3.6% | +7.4% | +3.5% |
| 6M | +13.0% | +2.9% | +10.1% | +10.8% |
| YTD | -12.4% | +70.2% | -82.6% | -21.3% |
| 1Y | -10.4% | +66.5% | -76.9% | -19.4% |
| 3Y | +4.4% | -8.2% | +12.6% | -0.8% |
| 5Y | -28.9% | -1.5% | -27.4% | -35.0% |
| All | -28.9% | -0.4% | -28.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling