+296.4%
SPGI vs EFX
+38.5%
+257.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.6% |
| 7D | -3.1% | -9.4% | +6.3% | +1.2% |
| 30D | +2.0% | -6.9% | +8.9% | +5.2% |
| 3M | +4.3% | +0.1% | +4.2% | +3.7% |
| 6M | -0.2% | -17.3% | +17.1% | +7.4% |
| YTD | -14.8% | -21.8% | +7.0% | -6.4% |
| 1Y | -18.5% | -32.5% | +14.0% | -5.0% |
| 3Y | +16.0% | -12.3% | +28.3% | +15.0% |
| 5Y | +2.2% | -36.6% | +38.8% | +14.4% |
| 10Y | +296.4% | +41.0% | +255.4% | +207.9% |
| All | +296.4% | +38.5% | +257.9% | +207.9% |
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