+395.7%
EFA vs SBAC
+1,483.5%
-1,087.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +0.9% | +6.9% | -6.1% | -0.1% |
| 3M | +4.9% | -8.2% | +13.1% | +5.9% |
| 6M | +8.6% | -1.6% | +10.2% | +8.1% |
| YTD | +14.6% | -0.1% | +14.7% | +13.8% |
| 1Y | +22.6% | -0.5% | +23.1% | +21.7% |
| 3Y | +66.5% | -9.1% | +75.6% | +66.1% |
| 5Y | +54.5% | -43.8% | +98.3% | +63.3% |
| 10Y | +144.8% | +80.5% | +64.3% | +119.9% |
| All | +395.7% | +1,483.5% | -1,087.7% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling