-6.7%
EFX vs SITM
+47.5%
-54.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.4% | +11.7% | +1.6% |
| 7D | +9.2% | -19.5% | +28.7% | +7.6% |
| 30D | +34.8% | -43.2% | +78.0% | +30.5% |
| 3M | +8.8% | -30.8% | +39.7% | +6.7% |
| 6M | +12.3% | -28.6% | +40.9% | +8.1% |
| YTD | -10.6% | +14.2% | -24.8% | -17.3% |
| 1Y | -6.7% | +44.4% | -51.1% | -13.4% |
| All | -6.7% | +47.5% | -54.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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