+56.5%
SAP vs EFX
-12.5%
+69.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.5% |
| 7D | -0.3% | -7.8% | +7.6% | +2.9% |
| 30D | +2.6% | -5.7% | +8.3% | +4.8% |
| 3M | +16.3% | +2.5% | +13.7% | +15.1% |
| 6M | +6.4% | -16.7% | +23.1% | +12.5% |
| YTD | -11.4% | -20.2% | +8.8% | -5.4% |
| 1Y | -20.4% | -31.4% | +11.0% | -11.4% |
| 3Y | +56.5% | -10.5% | +67.0% | +56.4% |
| All | +56.5% | -12.5% | +69.0% | +56.4% |
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