+4,819.5%
EFX vs SM
+1,608.3%
+3,211.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -6.1% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | +0.1% | +26.3% | -26.2% | -2.1% |
| 3M | +3.8% | +8.7% | -4.8% | +2.6% |
| 6M | -13.5% | +51.7% | -65.2% | -17.5% |
| YTD | -17.7% | +99.0% | -116.7% | -23.6% |
| 1Y | -25.6% | +34.6% | -60.2% | -28.6% |
| 3Y | -12.1% | -7.8% | -4.3% | -14.0% |
| 5Y | -33.8% | +104.8% | -138.6% | -41.1% |
| 10Y | +45.1% | +7.2% | +37.9% | +11.7% |
| All | +4,819.5% | +1,608.3% | +3,211.2% | +2,635.6% |
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