+28.0%
EFX vs SITM
+4,789.7%
-4,761.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | -0.1% |
| 7D | -4.5% | +3.9% | -8.4% | -5.0% |
| 30D | -6.1% | -6.6% | +0.5% | -5.7% |
| 3M | +6.2% | -11.9% | +18.1% | +5.8% |
| 6M | -11.2% | +81.1% | -92.3% | -21.8% |
| YTD | -21.4% | +80.0% | -101.4% | -31.3% |
| 1Y | -34.3% | +145.8% | -180.2% | -46.0% |
| 3Y | -12.5% | +475.9% | -488.4% | -40.9% |
| 5Y | -35.6% | +189.2% | -224.8% | -55.4% |
| All | +28.0% | +4,789.7% | -4,761.7% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling