+589.4%
SE vs EFX
+73.6%
+515.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +2.7% |
| 7D | -6.1% | -8.6% | +2.5% | -1.3% |
| 30D | -2.5% | +0.1% | -2.6% | -2.9% |
| 3M | +21.7% | +3.8% | +17.9% | +17.0% |
| 6M | +27.0% | -13.5% | +40.5% | +35.1% |
| YTD | -12.1% | -17.7% | +5.5% | -4.8% |
| 1Y | -40.9% | -25.6% | -15.3% | -32.8% |
| 3Y | +191.0% | -12.1% | +203.1% | +172.0% |
| 5Y | -68.3% | -33.8% | -34.5% | -64.7% |
| All | +589.4% | +73.6% | +515.8% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling