+60.7%
SE vs EFX
+5.0%
+55.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -7.7% | -2.0% | -5.8% | -7.3% |
| 30D | -22.8% | +27.9% | -50.7% | -27.9% |
| 3M | -43.7% | +3.8% | -47.6% | -44.4% |
| 6M | -12.8% | +13.0% | -25.8% | -16.3% |
| YTD | -42.0% | -12.4% | -29.6% | -40.7% |
| 1Y | -48.0% | -10.4% | -37.6% | -47.1% |
| All | +60.7% | +5.0% | +55.7% | +274.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling