+125.0%
SU vs EFX
-12.2%
+137.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.2% | -4.5% | +6.8% | +2.5% |
| 30D | +8.4% | -6.1% | +14.5% | +8.7% |
| 3M | +12.1% | +6.2% | +5.9% | +11.2% |
| 6M | +19.7% | -11.2% | +30.9% | +20.3% |
| YTD | +58.4% | -21.4% | +79.8% | +61.3% |
| 1Y | +67.2% | -34.3% | +101.5% | +74.7% |
| 3Y | +125.0% | -12.5% | +137.6% | +123.0% |
| All | +125.0% | -12.2% | +137.2% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling