+6,820.0%
EFX vs SAN
+1,723.1%
+5,096.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | -3.6% | +1.0% | -4.6% | -4.0% |
| 30D | +25.3% | -9.4% | +34.7% | +28.4% |
| 3M | +3.8% | -17.1% | +20.9% | +8.9% |
| 6M | +12.7% | +2.2% | +10.5% | +11.1% |
| YTD | -13.1% | +6.0% | -19.1% | -15.7% |
| 1Y | -9.3% | +12.7% | -22.0% | -13.6% |
| 3Y | +3.5% | +242.1% | -238.6% | -28.5% |
| 5Y | -30.6% | +293.6% | -324.2% | -55.1% |
| 10Y | +80.2% | +266.1% | -185.9% | +10.5% |
| All | +6,820.0% | +1,723.1% | +5,096.9% | +2,641.6% |
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 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