-85.6%
SMR vs EFX
-7.5%
-78.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.2% |
| 7D | -9.5% | +9.2% | -18.7% | -8.8% |
| 30D | -33.2% | +34.8% | -68.0% | -31.5% |
| 3M | -45.9% | +8.8% | -54.8% | -45.6% |
| 6M | -57.9% | +12.3% | -70.2% | -57.4% |
| YTD | -63.8% | -10.6% | -53.2% | -61.2% |
| 1Y | -85.6% | -6.7% | -78.9% | -84.6% |
| All | -85.6% | -7.5% | -78.1% | -84.6% |
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