+2,399.9%
EAT vs SBAC
+2,207.9%
+192.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.6% |
| 7D | -2.6% | +1.2% | -3.9% | -2.8% |
| 30D | +11.5% | +11.2% | +0.3% | +10.0% |
| 3M | -9.1% | +4.5% | -13.6% | -9.7% |
| 6M | +40.4% | -12.2% | +52.6% | +42.1% |
| YTD | +43.9% | -0.1% | +44.1% | +42.7% |
| 1Y | +101.9% | -0.3% | +102.2% | +100.2% |
| 3Y | +489.9% | -8.7% | +498.6% | +485.5% |
| 5Y | +362.6% | -40.2% | +402.8% | +382.6% |
| 10Y | +385.7% | +97.3% | +288.3% | +338.7% |
| All | +2,399.9% | +2,207.9% | +192.0% | +1,657.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling