-36.6%
EFX vs SM
+119.2%
-155.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 3M | +0.1% | +22.9% | -22.8% | -3.1% |
| 6M | -17.3% | +47.8% | -65.2% | -22.8% |
| YTD | -21.8% | +107.5% | -129.3% | -31.0% |
| 1Y | -32.5% | +51.7% | -84.3% | -37.7% |
| 3Y | -12.3% | -0.9% | -11.5% | -16.8% |
| 5Y | -36.6% | +112.2% | -148.9% | -47.5% |
| All | -36.6% | +119.2% | -155.8% | -47.5% |
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