+3,094.0%
SPY vs EFX
+4,665.8%
-1,571.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +1.7% |
| 7D | +0.1% | -8.6% | +8.7% | +3.1% |
| 30D | +0.1% | +0.1% | -0.1% | -0.3% |
| 3M | +2.0% | +3.8% | -1.9% | -0.4% |
| 6M | +13.0% | -13.5% | +26.5% | +16.7% |
| YTD | +13.5% | -17.7% | +31.2% | +18.2% |
| 1Y | +20.0% | -25.6% | +45.5% | +28.6% |
| 3Y | +77.2% | -12.1% | +89.3% | +73.9% |
| 5Y | +81.9% | -33.8% | +115.7% | +92.8% |
| 10Y | +314.1% | +45.1% | +268.9% | +217.5% |
| All | +3,094.0% | +4,665.8% | -1,571.7% | +973.4% |
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