+309.3%
EAT vs SBAC
+111.6%
+197.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -7.1% | -2.7% | -4.3% | -6.5% |
| 30D | -2.3% | +3.3% | -5.6% | -3.1% |
| 3M | -19.6% | +3.3% | -22.9% | -20.4% |
| 6M | +46.0% | -10.9% | +57.0% | +48.9% |
| YTD | +37.7% | -1.0% | +38.7% | +35.6% |
| 1Y | +73.8% | -4.5% | +78.3% | +72.6% |
| 3Y | +482.1% | -8.7% | +490.8% | +469.3% |
| 5Y | +362.5% | -40.6% | +403.1% | +413.0% |
| All | +309.3% | +111.6% | +197.7% | +330.5% |
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