+45.3%
SO vs EFX
-12.5%
+57.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | +1.0% | -7.8% | +8.9% | +1.8% |
| 30D | -3.2% | -5.7% | +2.5% | -2.7% |
| 3M | -1.7% | +2.5% | -4.2% | -2.2% |
| 6M | -7.2% | -16.7% | +9.5% | -5.8% |
| YTD | +4.6% | -20.2% | +24.8% | +6.5% |
| 1Y | +1.2% | -31.4% | +32.6% | +5.1% |
| 3Y | +45.3% | -10.5% | +55.8% | +42.2% |
| All | +45.3% | -12.5% | +57.7% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling