+4.3%
EFX vs SAN
+258.0%
-253.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +0.3% | +10.8% | -10.5% | -2.7% |
| 30D | +29.1% | -5.7% | +34.9% | +31.0% |
| 3M | +4.3% | -13.4% | +17.7% | +8.4% |
| 6M | +7.7% | +3.5% | +4.2% | +5.5% |
| YTD | -12.5% | +9.7% | -22.2% | -16.2% |
| 1Y | -8.8% | +20.9% | -29.7% | -15.5% |
| 3Y | +4.3% | +254.3% | -249.9% | -30.3% |
| All | +4.3% | +258.0% | -253.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling