+1.5%
SMR vs EFX
-20.3%
+21.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | +4.7% | -11.1% | +15.9% | +8.3% |
| 30D | +3.2% | -7.4% | +10.6% | +5.3% |
| 3M | +9.9% | +1.5% | +8.4% | +6.9% |
| 6M | -15.1% | -13.7% | -1.4% | -12.5% |
| YTD | -27.9% | -21.9% | -6.1% | -23.2% |
| 1Y | -70.2% | -30.8% | -39.5% | -67.0% |
| 3Y | +72.5% | -12.4% | +84.8% | +71.9% |
| All | +1.5% | -20.3% | +21.8% | -1.3% |
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