+309.7%
SN vs EFX
-15.2%
+324.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -2.6% |
| 7D | -3.4% | -9.4% | +6.0% | +0.1% |
| 30D | -9.1% | -6.9% | -2.2% | -6.9% |
| 3M | +31.8% | +0.1% | +31.6% | +30.5% |
| 6M | +52.0% | -17.3% | +69.4% | +61.8% |
| YTD | +51.3% | -21.8% | +73.1% | +63.3% |
| 1Y | +46.9% | -32.5% | +79.4% | +69.1% |
| 3Y | +394.9% | -12.3% | +407.3% | +400.7% |
| All | +309.7% | -15.2% | +324.9% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling