+6,371.5%
SO vs EFX
+6,825.8%
-454.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -2.0% | +2.8% | +1.1% |
| 30D | +7.8% | +27.9% | -20.1% | +3.8% |
| 3M | +2.9% | +3.8% | -0.9% | +2.1% |
| 6M | +2.5% | +13.0% | -10.5% | 0.0% |
| YTD | +10.3% | -12.4% | +22.6% | +11.1% |
| 1Y | +6.4% | -10.4% | +16.7% | +6.8% |
| 3Y | +52.8% | +4.4% | +48.4% | +47.6% |
| 5Y | +78.7% | -28.9% | +107.6% | +80.2% |
| 10Y | +196.3% | +81.7% | +114.6% | +156.7% |
| All | +6,371.5% | +6,825.8% | -454.3% | +3,804.1% |
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