+144.6%
IEFA vs SBAC
+87.1%
+57.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | -1.5% | +2.0% | -3.5% | -2.0% |
| 3M | +3.4% | -8.3% | +11.7% | +5.2% |
| 6M | +9.5% | +0.3% | +9.2% | +8.2% |
| YTD | +13.0% | -2.2% | +15.3% | +12.2% |
| 1Y | +18.0% | -4.6% | +22.6% | +17.8% |
| 3Y | +65.4% | -8.3% | +73.6% | +63.7% |
| 5Y | +51.6% | -42.8% | +94.4% | +68.1% |
| All | +144.6% | +87.1% | +57.5% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling