-8.9%
EEM vs SBAC
-9.3%
+0.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.8% |
| 30D | -5.4% | +5.5% | -10.9% | -4.5% |
| 3M | -8.6% | +3.1% | -11.7% | -8.8% |
| 6M | -8.9% | -7.0% | -1.9% | -12.2% |
| All | -8.9% | -9.3% | +0.4% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling