+376.6%
EFA vs SBAC
+1,493.2%
-1,116.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +1.4% | +5.5% | -4.1% | +0.6% |
| 3M | -4.2% | +3.1% | -7.2% | -4.7% |
| 6M | +1.9% | -7.0% | +8.9% | +2.5% |
| YTD | +10.2% | +0.5% | +9.7% | +9.2% |
| 1Y | +12.8% | +0.2% | +12.5% | +11.8% |
| 3Y | +65.2% | -7.4% | +72.6% | +64.3% |
| 5Y | +49.8% | -39.7% | +89.5% | +56.8% |
| 10Y | +145.2% | +112.5% | +32.6% | +115.6% |
| All | +376.6% | +1,493.2% | -1,116.6% | +223.3% |
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