-36.6%
EFX vs SBAC
-44.9%
+8.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.6% |
| 7D | -9.4% | +0.2% | -9.5% | -9.4% |
| 30D | -6.9% | +3.9% | -10.7% | -8.4% |
| 3M | +0.1% | -8.2% | +8.3% | +3.8% |
| 6M | -17.3% | -2.8% | -14.5% | -17.5% |
| YTD | -21.8% | -1.5% | -20.3% | -22.9% |
| 1Y | -32.5% | 0.0% | -32.6% | -34.1% |
| 3Y | -12.3% | -8.4% | -4.0% | -12.8% |
| 5Y | -36.6% | -43.5% | +6.9% | -20.8% |
| All | -36.6% | -44.9% | +8.3% | -20.8% |
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