+5,089.9%
EFX vs SM
+1,436.3%
+3,653.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.0% | -1.3% |
| 7D | -3.6% | +10.6% | -14.2% | -4.5% |
| 30D | +25.3% | -15.0% | +40.3% | +26.7% |
| 3M | +3.8% | +1.7% | +2.1% | +3.1% |
| 6M | +12.7% | +5.9% | +6.8% | +11.1% |
| YTD | -13.1% | +79.0% | -92.1% | -19.0% |
| 1Y | -9.3% | +84.7% | -94.0% | -15.7% |
| 3Y | +3.5% | -3.5% | +7.0% | +0.5% |
| 5Y | -30.6% | +4.9% | -35.6% | -34.6% |
| 10Y | +80.2% | +17.7% | +62.5% | +36.7% |
| All | +5,089.9% | +1,436.3% | +3,653.6% | +2,801.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling