+254.8%
SPOT vs EFX
+61.0%
+193.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -1.3% |
| 7D | -2.9% | -7.8% | +5.0% | +0.4% |
| 30D | +8.3% | -5.7% | +14.0% | +10.8% |
| 3M | +5.1% | +2.5% | +2.6% | +3.4% |
| 6M | -6.5% | -16.7% | +10.2% | -0.4% |
| YTD | -9.0% | -20.2% | +11.2% | -1.9% |
| 1Y | -26.4% | -31.4% | +5.0% | -16.3% |
| 3Y | +240.0% | -10.5% | +250.5% | +228.6% |
| 5Y | +111.7% | -35.2% | +146.9% | +125.9% |
| All | +254.8% | +61.0% | +193.8% | +173.1% |
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