+2,686.1%
EAT vs SBAC
+2,208.1%
+477.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +1.9% | +6.9% | -5.0% | +1.0% |
| 3M | +68.7% | -8.2% | +76.9% | +70.1% |
| 6M | +66.9% | -1.6% | +68.5% | +66.2% |
| YTD | +60.4% | -0.1% | +60.5% | +59.2% |
| 1Y | +44.0% | -0.5% | +44.5% | +42.9% |
| 3Y | +604.7% | -9.1% | +613.8% | +600.2% |
| 5Y | +347.0% | -43.8% | +390.8% | +370.1% |
| 10Y | +390.8% | +80.5% | +310.2% | +348.1% |
| All | +2,686.1% | +2,208.1% | +477.9% | +1,860.7% |
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