-30.8%
EFX vs SBAC
-2.7%
-28.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.7% |
| 7D | -11.1% | -5.3% | -5.9% | -9.9% |
| 30D | -7.4% | +0.4% | -7.8% | -7.4% |
| 3M | +1.5% | -11.9% | +13.4% | +4.2% |
| 6M | -13.7% | -4.5% | -9.2% | -12.6% |
| YTD | -21.9% | -4.3% | -17.5% | -20.7% |
| 1Y | -30.8% | -3.9% | -26.9% | -30.2% |
| All | -30.8% | -2.7% | -28.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling