+337.0%
SPGI vs EFX
+78.7%
+258.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +16.1% | +29.1% | -13.0% | +3.2% |
| 3M | +15.5% | +4.3% | +11.2% | +12.6% |
| 6M | +19.6% | +7.7% | +11.9% | +14.3% |
| YTD | -3.6% | -12.5% | +8.9% | +0.2% |
| 1Y | +2.2% | -8.8% | +11.1% | +4.3% |
| 3Y | +30.1% | +4.3% | +25.8% | +18.7% |
| 5Y | +14.9% | -29.4% | +44.3% | +22.3% |
| All | +337.0% | +78.7% | +258.3% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling