+12.8%
EFA vs SBAC
-2.9%
+15.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +1.4% | +5.5% | -4.1% | +1.1% |
| 3M | -4.2% | +3.1% | -7.2% | -4.4% |
| 6M | +1.9% | -7.0% | +8.9% | +2.3% |
| YTD | +10.2% | +0.5% | +9.7% | +11.3% |
| 1Y | +12.8% | +0.2% | +12.5% | +14.0% |
| All | +12.8% | -2.9% | +15.7% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling