+95.6%
EFV vs SBAC
-44.9%
+140.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | 0.0% | +3.9% | -3.8% | -0.6% |
| 3M | +8.4% | -8.2% | +16.6% | +9.8% |
| 6M | +12.3% | -2.8% | +15.1% | +12.2% |
| YTD | +17.4% | -1.5% | +18.9% | +16.8% |
| 1Y | +27.1% | 0.0% | +27.1% | +26.0% |
| 3Y | +90.7% | -8.4% | +99.1% | +90.2% |
| 5Y | +95.6% | -43.5% | +139.2% | +111.3% |
| All | +95.6% | -44.9% | +140.6% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling