+66.7%
SNXX vs EFX
-8.9%
+75.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.4% | -18.1% | -11.2% |
| 7D | -47.8% | +9.2% | -57.0% | -35.8% |
| 30D | -66.0% | +34.8% | -100.8% | -36.5% |
| 3M | -57.5% | +8.8% | -66.3% | -47.2% |
| 6M | -66.7% | +12.3% | -79.0% | -41.7% |
| All | +66.7% | -8.9% | +75.6% | +145.4% |
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 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