+58.7%
SO vs EFX
-35.1%
+93.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.4% |
| 7D | +1.0% | -7.8% | +8.9% | +2.0% |
| 30D | -3.2% | -5.7% | +2.5% | -2.6% |
| 3M | -1.7% | +2.5% | -4.2% | -2.3% |
| 6M | -7.2% | -16.7% | +9.5% | -5.4% |
| YTD | +4.6% | -20.2% | +24.8% | +6.9% |
| 1Y | +1.2% | -31.4% | +32.6% | +5.7% |
| 3Y | +45.3% | -10.5% | +55.8% | +42.4% |
| 5Y | +58.7% | -35.2% | +93.9% | +54.1% |
| All | +58.7% | -35.1% | +93.8% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling