+2,435.9%
SAP vs EFX
+2,237.7%
+198.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +8.8% | +29.1% | -20.3% | -2.6% |
| 3M | +12.1% | +4.3% | +7.8% | +9.3% |
| 6M | +34.6% | +7.7% | +26.8% | +29.6% |
| YTD | -2.1% | -12.5% | +10.4% | +1.9% |
| 1Y | -5.5% | -8.8% | +3.3% | -3.4% |
| 3Y | +67.4% | +4.3% | +63.1% | +55.7% |
| 5Y | +74.6% | -29.4% | +103.9% | +86.4% |
| 10Y | +224.0% | +78.1% | +145.9% | +120.9% |
| All | +2,435.9% | +2,237.7% | +198.2% | +561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling