-10.5%
EFX vs SAN
+356.8%
-367.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -7.8% | +3.3% | -11.2% | -8.7% |
| 30D | -5.7% | +1.1% | -6.8% | -6.1% |
| 3M | +2.5% | +22.2% | -19.7% | -4.2% |
| 6M | -16.7% | +36.0% | -52.7% | -25.2% |
| YTD | -20.2% | +28.2% | -48.4% | -27.0% |
| 1Y | -31.4% | +54.1% | -85.5% | -41.2% |
| 3Y | -10.5% | +354.2% | -364.7% | -48.6% |
| All | -10.5% | +356.8% | -367.3% | -48.6% |
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 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