+5,135.1%
EFX vs SM
+1,360.8%
+3,774.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.4% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | +27.9% | -17.3% | +45.2% | +29.7% |
| 3M | +3.8% | -3.6% | +7.4% | +3.7% |
| 6M | +13.0% | +2.9% | +10.1% | +11.6% |
| YTD | -12.4% | +70.2% | -82.6% | -17.9% |
| 1Y | -10.4% | +66.5% | -76.9% | -15.9% |
| 3Y | +4.4% | -8.2% | +12.6% | +1.9% |
| 5Y | -28.9% | -1.5% | -27.4% | -32.6% |
| 10Y | +81.7% | +11.9% | +69.8% | +38.5% |
| All | +5,135.1% | +1,360.8% | +3,774.4% | +2,840.2% |
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