+746.2%
EEM vs SBAC
+15,041.0%
-14,294.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.9% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | -5.4% | +5.5% | -10.9% | -7.4% |
| 3M | -8.6% | +3.1% | -11.7% | -10.1% |
| 6M | -8.9% | -7.0% | -1.9% | -8.0% |
| YTD | +11.9% | +0.5% | +11.4% | +8.4% |
| 1Y | +13.1% | +0.2% | +12.8% | +9.5% |
| 3Y | +70.7% | -7.4% | +78.0% | +65.4% |
| 5Y | +31.8% | -39.7% | +71.5% | +45.3% |
| 10Y | +119.5% | +112.5% | +7.0% | +40.1% |
| All | +746.2% | +15,041.0% | -14,294.8% | +150.2% |
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 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