+142.8%
EFA vs SBAC
+87.1%
+55.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | -1.7% | +2.0% | -3.7% | -2.1% |
| 3M | +3.5% | -8.3% | +11.8% | +5.2% |
| 6M | +9.5% | +0.3% | +9.2% | +8.2% |
| YTD | +12.9% | -2.2% | +15.1% | +12.1% |
| 1Y | +18.2% | -4.6% | +22.8% | +18.0% |
| 3Y | +64.8% | -8.3% | +73.1% | +63.2% |
| 5Y | +53.9% | -42.8% | +96.7% | +70.7% |
| All | +142.8% | +87.1% | +55.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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