-35.9%
EFX vs SITM
+176.0%
-212.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -11.1% | +4.8% | -16.0% | -11.8% |
| 30D | -7.4% | -9.7% | +2.3% | -6.6% |
| 3M | +1.5% | -9.3% | +10.8% | +0.4% |
| 6M | -13.7% | +69.5% | -83.2% | -25.2% |
| YTD | -21.9% | +70.5% | -92.4% | -33.0% |
| 1Y | -30.8% | +145.3% | -176.0% | -45.6% |
| 3Y | -12.4% | +432.8% | -445.2% | -46.4% |
| 5Y | -35.9% | +174.0% | -210.0% | -60.9% |
| All | -35.9% | +176.0% | -212.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling