+7.3%
EMB vs SBAC
-43.9%
+51.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.5% | +3.2% | -3.7% | -0.9% |
| 3M | +0.3% | -5.1% | +5.4% | +0.8% |
| 6M | +1.2% | -2.1% | +3.3% | +1.0% |
| YTD | +1.5% | -0.5% | +2.0% | +0.9% |
| 1Y | +4.8% | +1.1% | +3.7% | +3.9% |
| 3Y | +30.4% | -7.4% | +37.8% | +29.5% |
| 5Y | +7.3% | -44.3% | +51.6% | +14.9% |
| All | +7.3% | -43.9% | +51.2% | +14.9% |
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