-13.0%
EFX vs SITM
+423.6%
-436.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -11.1% | +4.8% | -16.0% | -11.5% |
| 30D | -7.4% | -9.7% | +2.3% | -6.9% |
| 3M | +1.5% | -9.3% | +10.8% | +0.9% |
| 6M | -13.7% | +69.5% | -83.2% | -23.0% |
| YTD | -21.9% | +70.5% | -92.4% | -30.9% |
| 1Y | -30.8% | +145.3% | -176.0% | -43.1% |
| All | -13.0% | +423.6% | -436.6% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling