+19.0%
SPGI vs EFX
-12.5%
+31.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.0% |
| 7D | -2.5% | -7.8% | +5.4% | +0.6% |
| 30D | +5.4% | -5.7% | +11.1% | +7.7% |
| 3M | +9.0% | +2.5% | +6.5% | +7.5% |
| 6M | +0.8% | -16.7% | +17.4% | +6.6% |
| YTD | -12.6% | -20.2% | +7.6% | -6.4% |
| 1Y | -16.1% | -31.4% | +15.3% | -5.8% |
| 3Y | +19.0% | -10.5% | +29.5% | +14.7% |
| All | +19.0% | -12.5% | +31.5% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling