+252.8%
SPOT vs EFX
+58.5%
+194.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -3.1% | -4.5% | +1.5% | -1.2% |
| 30D | +7.4% | -6.1% | +13.5% | +10.1% |
| 3M | +8.2% | +6.2% | +2.0% | +5.0% |
| 6M | +2.2% | -11.2% | +13.4% | +6.1% |
| YTD | -9.5% | -21.4% | +11.9% | -1.8% |
| 1Y | -23.8% | -34.3% | +10.5% | -11.7% |
| 3Y | +233.5% | -12.5% | +246.0% | +225.3% |
| 5Y | +112.2% | -35.6% | +147.8% | +127.2% |
| All | +252.8% | +58.5% | +194.3% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling