+179.0%
SAP vs EFX
+38.5%
+140.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.3% |
| 7D | -0.3% | -9.4% | +9.1% | +3.6% |
| 30D | +0.3% | -6.9% | +7.2% | +3.0% |
| 3M | +16.9% | +0.1% | +16.8% | +16.8% |
| 6M | +6.3% | -17.3% | +23.7% | +14.0% |
| YTD | -12.4% | -21.8% | +9.4% | -4.5% |
| 1Y | -21.6% | -32.5% | +10.9% | -10.2% |
| 3Y | +54.8% | -12.3% | +67.1% | +54.8% |
| 5Y | +56.2% | -36.6% | +92.8% | +71.8% |
| 10Y | +179.0% | +41.0% | +138.0% | +125.8% |
| All | +179.0% | +38.5% | +140.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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