+14,712.9%
SPGI vs EFX
+6,822.9%
+7,890.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.9% | -2.2% | +1.3% | -0.1% |
| 30D | +15.5% | +29.2% | -13.7% | +4.8% |
| 3M | +15.7% | +3.5% | +12.2% | +13.6% |
| 6M | +19.1% | +7.8% | +11.3% | +14.8% |
| YTD | -4.1% | -12.4% | +8.4% | -0.8% |
| 1Y | +1.2% | -8.2% | +9.4% | +2.8% |
| 3Y | +31.6% | +4.7% | +26.9% | +23.8% |
| 5Y | +12.4% | -32.0% | +44.5% | +21.8% |
| 10Y | +334.3% | +69.1% | +265.2% | +230.8% |
| All | +14,712.9% | +6,822.9% | +7,890.0% | +5,320.2% |
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 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