-34.3%
EFX vs SITM
+155.7%
-190.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | +0.8% |
| 7D | -4.5% | +3.9% | -8.4% | -4.4% |
| 30D | -6.1% | -6.6% | +0.5% | -6.2% |
| 3M | +6.2% | -11.9% | +18.1% | +7.3% |
| 6M | -11.2% | +81.1% | -92.3% | -14.9% |
| YTD | -21.4% | +80.0% | -101.4% | -24.7% |
| 1Y | -34.3% | +145.8% | -180.2% | -37.4% |
| All | -34.3% | +155.7% | -190.0% | -37.4% |
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