+997.9%
EFX vs SBAC
+2,208.1%
-1,210.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -6.2% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | +0.1% | +6.9% | -6.8% | -0.8% |
| 3M | +3.8% | -8.2% | +12.1% | +5.0% |
| 6M | -13.5% | -1.6% | -11.9% | -13.6% |
| YTD | -17.7% | -0.1% | -17.5% | -18.0% |
| 1Y | -25.6% | -0.5% | -25.1% | -25.9% |
| 3Y | -12.1% | -9.1% | -3.0% | -11.6% |
| 5Y | -33.8% | -43.8% | +10.0% | -29.5% |
| 10Y | +45.1% | +80.5% | -35.4% | +36.0% |
| All | +997.9% | +2,208.1% | -1,210.3% | +686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling