+423.6%
SN vs EFX
-10.5%
+434.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.3% | +1.3% |
| 7D | -9.3% | -8.6% | -0.7% | -6.4% |
| 30D | -4.8% | +0.1% | -4.9% | -5.1% |
| 3M | +40.4% | +3.8% | +36.6% | +37.3% |
| 6M | +50.9% | -13.5% | +64.5% | +58.0% |
| YTD | +54.9% | -17.7% | +72.6% | +64.0% |
| 1Y | +43.0% | -25.6% | +68.6% | +57.3% |
| All | +423.6% | -10.5% | +434.1% | +435.4% |
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