+576.6%
SPMO vs EFX
+81.1%
+495.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.3% |
| 7D | +3.4% | -7.8% | +11.2% | +5.4% |
| 30D | +0.5% | -5.7% | +6.2% | +1.7% |
| 3M | +1.9% | +2.5% | -0.6% | -0.2% |
| 6M | +27.8% | -16.7% | +44.5% | +32.0% |
| YTD | +26.7% | -20.2% | +46.8% | +31.7% |
| 1Y | +28.9% | -31.4% | +60.3% | +39.7% |
| 3Y | +160.7% | -10.5% | +171.2% | +153.7% |
| 5Y | +150.2% | -35.2% | +185.4% | +163.1% |
| 10Y | +517.5% | +40.2% | +477.4% | +385.7% |
| All | +576.6% | +81.1% | +495.5% | +423.6% |
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