-66.3%
SE vs EFX
-36.4%
-29.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.9% |
| 7D | -3.6% | -9.4% | +5.7% | +1.9% |
| 30D | -5.3% | -6.9% | +1.6% | -1.7% |
| 3M | +28.1% | +0.1% | +28.0% | +25.4% |
| 6M | +20.7% | -17.3% | +38.0% | +32.2% |
| YTD | -14.8% | -21.8% | +7.0% | -4.3% |
| 1Y | -43.6% | -32.5% | -11.0% | -31.0% |
| 3Y | +184.2% | -12.3% | +196.6% | +144.9% |
| 5Y | -66.3% | -36.6% | -29.7% | -62.3% |
| All | -66.3% | -36.4% | -29.9% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling