+5,976.4%
SO vs EFX
+6,408.3%
-431.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.6% | +0.2% |
| 7D | -0.2% | -8.6% | +8.5% | +1.1% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | -3.0% | +3.8% | -6.9% | -3.9% |
| 6M | -8.3% | -13.5% | +5.3% | -6.8% |
| YTD | +3.5% | -17.7% | +21.2% | +5.5% |
| 1Y | -0.9% | -25.6% | +24.6% | +2.3% |
| 3Y | +45.4% | -12.1% | +57.4% | +44.2% |
| 5Y | +59.6% | -33.8% | +93.4% | +62.8% |
| 10Y | +156.6% | +45.1% | +111.5% | +129.3% |
| All | +5,976.4% | +6,408.3% | -431.9% | +3,607.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling