+75.1%
SAP vs EFX
+7.5%
+67.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.3% |
| 7D | -0.7% | +2.7% | -3.4% | -1.7% |
| 30D | +11.1% | +33.1% | -22.0% | -0.9% |
| 3M | +17.0% | +8.2% | +8.9% | +13.0% |
| 6M | +34.8% | +10.2% | +24.7% | +29.3% |
| YTD | -2.2% | -11.8% | +9.6% | 0.0% |
| 1Y | -6.4% | -6.1% | -0.4% | -6.1% |
| 3Y | +75.1% | +7.5% | +67.7% | +66.9% |
| All | +75.1% | +7.5% | +67.7% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling