+6,459.5%
EFX vs SAN
+2,116.5%
+4,343.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.1% |
| 7D | -8.6% | +1.8% | -10.4% | -9.1% |
| 30D | +0.1% | +2.0% | -1.9% | -0.5% |
| 3M | +3.8% | +19.7% | -15.9% | -1.7% |
| 6M | -13.5% | +30.6% | -44.1% | -20.3% |
| YTD | -17.7% | +28.8% | -46.5% | -24.0% |
| 1Y | -25.6% | +57.8% | -83.3% | -35.2% |
| 3Y | -12.1% | +338.1% | -350.2% | -43.2% |
| 5Y | -33.8% | +384.2% | -418.0% | -59.5% |
| 10Y | +45.1% | +353.1% | -308.0% | -16.0% |
| All | +6,459.5% | +2,116.5% | +4,343.0% | +2,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling