-36.6%
EFX vs SAN
+384.1%
-420.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.7% |
| 7D | -9.4% | -0.5% | -8.9% | -9.2% |
| 30D | -6.9% | -0.1% | -6.8% | -6.9% |
| 3M | +0.1% | +19.6% | -19.5% | -5.7% |
| 6M | -17.3% | +32.7% | -50.0% | -24.9% |
| YTD | -21.8% | +26.7% | -48.5% | -28.1% |
| 1Y | -32.5% | +51.6% | -84.2% | -41.5% |
| 3Y | -12.3% | +348.7% | -361.1% | -46.0% |
| 5Y | -36.6% | +378.7% | -415.3% | -64.2% |
| All | -36.6% | +384.1% | -420.7% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling