-48.4%
SE vs EFX
-9.8%
-38.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -7.7% | -2.0% | -5.8% | -7.4% |
| 30D | -22.8% | +27.9% | -50.7% | -27.6% |
| 3M | -43.7% | +3.8% | -47.6% | -43.9% |
| 6M | -12.8% | +13.0% | -25.8% | -15.9% |
| YTD | -42.0% | -12.4% | -29.6% | -41.2% |
| All | -48.4% | -9.8% | -38.6% | -47.1% |
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