+4.8%
EFX vs SBAC
-6.5%
+11.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +25.1% | +5.5% | +19.6% | +22.6% |
| 3M | +1.7% | +3.1% | -1.4% | +0.4% |
| 6M | +18.4% | -7.0% | +25.4% | +20.6% |
| YTD | -12.5% | +0.5% | -13.0% | -13.9% |
| 1Y | -8.1% | +0.2% | -8.3% | -9.5% |
| 3Y | +4.8% | -7.4% | +12.1% | +6.9% |
| All | +4.8% | -6.5% | +11.3% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling