+162.7%
EFV vs SBAC
+83.0%
+79.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.3% |
| 7D | -2.0% | -5.3% | +3.3% | -0.9% |
| 30D | -0.2% | +0.4% | -0.6% | -0.3% |
| 3M | +9.1% | -11.9% | +21.0% | +11.8% |
| 6M | +11.7% | -4.5% | +16.2% | +11.7% |
| YTD | +17.0% | -4.3% | +21.4% | +16.9% |
| 1Y | +26.7% | -3.9% | +30.6% | +26.2% |
| 3Y | +90.2% | -11.0% | +101.2% | +90.0% |
| 5Y | +96.1% | -44.1% | +140.2% | +116.5% |
| All | +162.7% | +83.0% | +79.7% | +131.2% |
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