+14,839.3%
SPGI vs EFX
+6,825.8%
+8,013.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -0.7% |
| 30D | +15.3% | +27.9% | -12.6% | +5.0% |
| 3M | +16.5% | +3.8% | +12.7% | +14.3% |
| 6M | +19.8% | +13.0% | +6.9% | +13.6% |
| YTD | -3.2% | -12.4% | +9.1% | +0.1% |
| 1Y | +1.8% | -10.4% | +12.2% | +4.3% |
| 3Y | +30.6% | +4.4% | +26.1% | +23.0% |
| 5Y | +16.0% | -28.9% | +44.9% | +23.8% |
| 10Y | +338.6% | +81.7% | +256.9% | +226.3% |
| All | +14,839.3% | +6,825.8% | +8,013.4% | +5,365.6% |
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 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