+5.1%
SPGI vs EFX
-35.1%
+40.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -1.8% |
| 7D | -2.5% | -7.8% | +5.4% | +1.1% |
| 30D | +5.4% | -5.7% | +11.1% | +8.1% |
| 3M | +9.0% | +2.5% | +6.5% | +7.2% |
| 6M | +0.8% | -16.7% | +17.4% | +8.0% |
| YTD | -12.6% | -20.2% | +7.6% | -4.9% |
| 1Y | -16.1% | -31.4% | +15.3% | -3.0% |
| 3Y | +19.0% | -10.5% | +29.5% | +14.6% |
| 5Y | +5.1% | -35.2% | +40.3% | +17.2% |
| All | +5.1% | -35.1% | +40.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling