-25.6%
EFX vs SNY
+2.0%
-27.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -8.6% | -1.3% | -7.3% | -8.0% |
| 30D | +0.1% | +3.4% | -3.3% | -1.5% |
| 3M | +3.8% | -0.3% | +4.2% | +3.9% |
| 6M | -13.5% | +1.0% | -14.5% | -13.9% |
| YTD | -17.7% | -3.6% | -14.0% | -16.7% |
| 1Y | -25.6% | +3.0% | -28.6% | -26.3% |
| All | -25.6% | +2.0% | -27.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling