+38.9%
EFX vs SAN
+347.0%
-308.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -11.1% | -2.8% | -8.3% | -10.4% |
| 30D | -7.4% | -0.5% | -6.8% | -7.3% |
| 3M | +1.5% | +22.7% | -21.3% | -4.5% |
| 6M | -13.7% | +28.8% | -42.5% | -20.0% |
| YTD | -21.9% | +26.3% | -48.1% | -27.4% |
| 1Y | -30.8% | +48.8% | -79.6% | -38.7% |
| 3Y | -12.4% | +347.2% | -359.6% | -43.0% |
| 5Y | -35.9% | +383.8% | -419.7% | -60.4% |
| All | +38.9% | +347.0% | -308.1% | -17.6% |
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