-44.2%
SE vs EFX
-32.9%
-11.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.8% | -11.1% | +6.3% | -2.1% |
| 30D | -18.1% | -7.4% | -10.7% | -16.7% |
| 3M | +30.6% | +1.5% | +29.1% | +29.2% |
| 6M | +20.8% | -13.7% | +34.5% | +23.6% |
| YTD | -15.6% | -21.9% | +6.3% | -13.8% |
| 1Y | -44.2% | -30.8% | -13.4% | -42.9% |
| All | -44.2% | -32.9% | -11.3% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling