+38.3%
EAT vs SBAC
+0.1%
+38.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.3% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | -5.4% | +3.9% | -9.2% | -5.3% |
| 3M | +42.8% | -8.2% | +50.9% | +42.3% |
| 6M | +56.5% | -2.8% | +59.3% | +54.8% |
| YTD | +50.0% | -1.5% | +51.6% | +48.7% |
| 1Y | +38.3% | 0.0% | +38.2% | +32.4% |
| All | +38.3% | +0.1% | +38.2% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling