+162.2%
EFV vs SBAC
+114.8%
+47.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +2.9% | +5.5% | -2.6% | +1.7% |
| 3M | -1.4% | +3.1% | -4.5% | -2.3% |
| 6M | +5.5% | -7.0% | +12.6% | +6.6% |
| YTD | +16.1% | +0.5% | +15.6% | +14.5% |
| 1Y | +20.3% | +0.2% | +20.0% | +18.7% |
| 3Y | +90.4% | -7.4% | +97.8% | +88.8% |
| 5Y | +93.5% | -39.7% | +133.2% | +109.9% |
| All | +162.2% | +114.8% | +47.4% | +127.3% |
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 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