+162.0%
SO vs EFX
+38.5%
+123.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.3% |
| 7D | 0.0% | -9.4% | +9.4% | +2.0% |
| 30D | -2.5% | -6.9% | +4.4% | -1.2% |
| 3M | -4.2% | +0.1% | -4.3% | -4.7% |
| 6M | -7.7% | -17.3% | +9.7% | -4.7% |
| YTD | +3.8% | -21.8% | +25.6% | +7.9% |
| 1Y | +0.1% | -32.5% | +32.6% | +7.3% |
| 3Y | +44.2% | -12.3% | +56.6% | +40.6% |
| 5Y | +57.9% | -36.6% | +94.5% | +63.7% |
| 10Y | +162.0% | +41.0% | +120.9% | +103.5% |
| All | +162.0% | +38.5% | +123.5% | +103.5% |
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