-30.7%
EFX vs SBAC
-39.6%
+8.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | +25.1% | +5.5% | +19.6% | +21.9% |
| 3M | +1.7% | +3.1% | -1.4% | -0.1% |
| 6M | +18.4% | -7.0% | +25.4% | +21.3% |
| YTD | -12.5% | +0.5% | -13.0% | -14.9% |
| 1Y | -8.1% | +0.2% | -8.3% | -10.5% |
| 3Y | +4.8% | -7.4% | +12.1% | +3.5% |
| All | -30.7% | -39.6% | +8.9% | -15.2% |
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 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