-25.6%
EFX vs SITM
+174.8%
-200.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.9% | -6.1% |
| 7D | -8.6% | +9.7% | -18.4% | -8.3% |
| 30D | +0.1% | +12.7% | -12.6% | +0.5% |
| 3M | +3.8% | -13.4% | +17.3% | +4.7% |
| 6M | -13.5% | +59.6% | -73.1% | -17.5% |
| YTD | -17.7% | +73.3% | -91.0% | -22.0% |
| 1Y | -25.6% | +165.5% | -191.1% | -32.2% |
| All | -25.6% | +174.8% | -200.3% | -32.2% |
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