+3,036.2%
SPY vs EFX
+4,963.7%
-1,927.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -2.0% | +25.1% | -27.1% | -9.6% |
| 3M | -2.8% | +1.7% | -4.4% | -4.3% |
| 6M | +2.1% | +18.4% | -16.2% | -5.5% |
| YTD | +11.5% | -12.5% | +24.0% | +12.8% |
| 1Y | +13.5% | -8.1% | +21.5% | +12.8% |
| 3Y | +77.7% | +4.8% | +72.9% | +63.3% |
| 5Y | +72.6% | -30.1% | +102.7% | +78.6% |
| 10Y | +308.2% | +81.5% | +226.7% | +188.0% |
| All | +3,036.2% | +4,963.7% | -1,927.5% | +924.5% |
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