+63.7%
IEFA vs SBAC
-11.3%
+75.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.6% |
| 7D | -2.4% | -5.3% | +2.9% | -1.8% |
| 30D | -2.1% | +0.4% | -2.5% | -2.2% |
| 3M | +5.5% | -11.9% | +17.4% | +7.2% |
| 6M | +8.1% | -4.5% | +12.6% | +8.5% |
| YTD | +11.9% | -4.3% | +16.3% | +12.2% |
| 1Y | +18.1% | -3.9% | +22.0% | +18.2% |
| All | +63.7% | -11.3% | +75.1% | +65.4% |
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