-8.1%
EFX vs SAN
+12.6%
-20.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -0.8% | +4.0% | -4.8% | -1.7% |
| 30D | +25.1% | -7.8% | +32.9% | +27.2% |
| 3M | +1.7% | -16.4% | +18.0% | +5.8% |
| 6M | +18.4% | +3.5% | +14.8% | +15.6% |
| YTD | -12.5% | +6.7% | -19.2% | -13.6% |
| 1Y | -8.1% | +14.5% | -22.6% | -11.7% |
| All | -8.1% | +12.6% | -20.7% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling