+196.4%
SO vs EFX
+80.5%
+115.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +1.4% | -0.8% | +2.1% | +1.5% |
| 30D | +4.7% | +25.1% | -20.4% | -0.2% |
| 3M | +1.7% | +1.7% | 0.0% | +0.9% |
| 6M | +2.2% | +18.4% | -16.2% | -2.3% |
| YTD | +10.0% | -12.5% | +22.5% | +11.3% |
| 1Y | +6.0% | -8.1% | +14.1% | +6.0% |
| 3Y | +54.1% | +4.8% | +49.3% | +44.1% |
| 5Y | +79.6% | -30.1% | +109.8% | +82.8% |
| All | +196.4% | +80.5% | +115.9% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling