+432.9%
SNXX vs EFX
-16.1%
+449.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -6.4% | +29.8% | +9.7% |
| 7D | +34.9% | -8.6% | +43.5% | +14.2% |
| 30D | +52.5% | +0.1% | +52.4% | +60.1% |
| 3M | -41.3% | +3.8% | -45.2% | -13.7% |
| 6M | +293.8% | -13.5% | +307.3% | +370.9% |
| All | +432.9% | -16.1% | +449.0% | +564.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling