+3.7%
SO vs EFX
-7.5%
+11.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | +1.7% | +9.2% | -7.4% | +1.2% |
| 30D | +11.1% | +34.8% | -23.7% | +9.5% |
| 3M | +0.7% | +8.8% | -8.1% | -0.1% |
| 6M | -1.4% | +12.3% | -13.7% | -2.4% |
| YTD | +9.4% | -10.6% | +20.0% | +7.1% |
| 1Y | +3.7% | -6.7% | +10.5% | +1.3% |
| All | +3.7% | -7.5% | +11.3% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling