+79.7%
EFX vs SAN
+270.1%
-190.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -0.8% | +4.0% | -4.8% | -1.9% |
| 30D | +25.1% | -7.8% | +32.9% | +27.6% |
| 3M | +1.7% | -16.4% | +18.0% | +6.3% |
| 6M | +18.4% | +3.5% | +14.8% | +16.2% |
| YTD | -12.5% | +6.7% | -19.2% | -15.2% |
| 1Y | -8.1% | +14.5% | -22.6% | -12.7% |
| 3Y | +4.8% | +243.5% | -238.7% | -27.1% |
| 5Y | -30.1% | +296.2% | -326.3% | -54.5% |
| All | +79.7% | +270.1% | -190.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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