+126.7%
EMB vs SBAC
+548.4%
-421.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.5% | +3.6% | -3.1% | +0.2% |
| 30D | +0.9% | +4.9% | -4.0% | +0.4% |
| 3M | -2.1% | +6.5% | -8.6% | -2.8% |
| 6M | -2.2% | -11.1% | +8.9% | -1.4% |
| YTD | -0.6% | +0.9% | -1.5% | -1.3% |
| 1Y | +0.2% | -1.6% | +1.8% | -0.2% |
| 3Y | +29.5% | -7.0% | +36.5% | +29.0% |
| 5Y | +8.0% | -39.2% | +47.2% | +11.0% |
| 10Y | +35.3% | +111.4% | -76.0% | +26.0% |
| All | +126.7% | +548.4% | -421.7% | +90.7% |
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