+398.8%
SN vs EFX
+7.5%
+391.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.5% |
| 7D | +7.2% | +2.7% | +4.5% | +6.1% |
| 30D | +20.4% | +33.1% | -12.7% | +8.3% |
| 3M | +23.9% | +8.2% | +15.7% | +19.7% |
| 6M | +93.0% | +10.2% | +82.9% | +84.0% |
| YTD | +99.2% | -11.8% | +111.1% | +105.1% |
| 1Y | +142.6% | -6.1% | +148.7% | +142.0% |
| 3Y | +398.8% | +7.5% | +391.3% | +360.6% |
| All | +398.8% | +7.5% | +391.3% | +360.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling