+29.9%
EFX vs SITM
+4,507.3%
-4,477.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.8% |
| 7D | -7.8% | +8.4% | -16.2% | -8.8% |
| 30D | -5.7% | -17.4% | +11.7% | -3.9% |
| 3M | +2.5% | -9.8% | +12.4% | +1.6% |
| 6M | -16.7% | +83.0% | -99.6% | -26.9% |
| YTD | -20.2% | +69.6% | -89.8% | -29.7% |
| 1Y | -31.4% | +144.9% | -176.3% | -43.7% |
| 3Y | -10.5% | +429.9% | -440.4% | -38.9% |
| 5Y | -35.2% | +169.2% | -204.4% | -54.8% |
| All | +29.9% | +4,507.3% | -4,477.4% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling