+312.6%
EAT vs SBAC
-44.9%
+357.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | -5.4% | +3.9% | -9.2% | -6.0% |
| 3M | +42.8% | -8.2% | +50.9% | +44.6% |
| 6M | +56.5% | -2.8% | +59.3% | +56.0% |
| YTD | +50.0% | -1.5% | +51.6% | +48.7% |
| 1Y | +38.3% | 0.0% | +38.2% | +36.3% |
| 3Y | +591.6% | -8.4% | +600.0% | +574.8% |
| 5Y | +312.6% | -43.5% | +356.2% | +363.3% |
| All | +312.6% | -44.9% | +357.6% | +363.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling