+56.8%
SAP vs EFX
-35.1%
+91.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.4% |
| 7D | -0.3% | -7.8% | +7.6% | +3.2% |
| 30D | +2.6% | -5.7% | +8.3% | +5.0% |
| 3M | +16.3% | +2.5% | +13.7% | +14.9% |
| 6M | +6.4% | -16.7% | +23.1% | +13.9% |
| YTD | -11.4% | -20.2% | +8.8% | -4.0% |
| 1Y | -20.4% | -31.4% | +11.0% | -8.9% |
| 3Y | +56.5% | -10.5% | +67.0% | +52.4% |
| 5Y | +56.8% | -35.2% | +92.0% | +65.6% |
| All | +56.8% | -35.1% | +91.9% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling