+698.8%
EFX vs SNY
+241.9%
+456.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.5% | -3.3% | -1.2% | -3.3% |
| 30D | -6.1% | -2.2% | -3.9% | -5.3% |
| 3M | +6.2% | -3.0% | +9.2% | +7.7% |
| 6M | -11.2% | +2.7% | -13.9% | -12.1% |
| YTD | -21.4% | -6.8% | -14.6% | -19.3% |
| 1Y | -34.3% | -5.3% | -29.1% | -33.2% |
| 3Y | -12.5% | -9.8% | -2.7% | -11.6% |
| 5Y | -35.6% | +9.7% | -45.2% | -41.2% |
| 10Y | +41.8% | +64.5% | -22.7% | +6.8% |
| All | +698.8% | +241.9% | +456.8% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling