+6,352.9%
SO vs EFX
+6,822.9%
-470.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | +8.6% | +29.2% | -20.6% | +4.4% |
| 3M | +1.8% | +3.5% | -1.7% | +1.0% |
| 6M | +3.6% | +7.8% | -4.2% | +1.8% |
| YTD | +9.9% | -12.4% | +22.4% | +10.8% |
| 1Y | +5.7% | -8.2% | +13.9% | +5.7% |
| 3Y | +52.5% | +4.7% | +47.8% | +47.2% |
| 5Y | +77.3% | -32.0% | +109.4% | +80.1% |
| 10Y | +186.8% | +69.1% | +117.7% | +150.7% |
| All | +6,352.9% | +6,822.9% | -470.0% | +3,793.1% |
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