+321.5%
EAT vs SBAC
+103.9%
+217.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -5.9% | +3.6% | -9.6% | -6.6% |
| 30D | +0.7% | +4.9% | -4.2% | -0.5% |
| 3M | -14.2% | +6.5% | -20.7% | -15.6% |
| 6M | +40.7% | -11.1% | +51.8% | +43.7% |
| YTD | +36.0% | +0.9% | +35.0% | +33.3% |
| 1Y | +83.1% | -1.6% | +84.6% | +80.5% |
| 3Y | +474.8% | -7.0% | +481.8% | +459.8% |
| 5Y | +347.6% | -39.2% | +386.8% | +393.6% |
| 10Y | +321.5% | +111.4% | +210.2% | +357.2% |
| All | +321.5% | +103.9% | +217.6% | +357.2% |
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 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