+877.5%
EME vs SBAC
+114.8%
+762.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +8.4% | +0.6% | +7.7% | +8.3% |
| 30D | -11.5% | +5.5% | -17.0% | -12.4% |
| 3M | -20.6% | +3.1% | -23.7% | -21.3% |
| 6M | -28.5% | -7.0% | -21.5% | -28.1% |
| YTD | +8.0% | +0.5% | +7.5% | +6.4% |
| 1Y | +6.8% | +0.2% | +6.5% | +5.2% |
| 3Y | +213.9% | -7.4% | +221.3% | +206.2% |
| 5Y | +414.8% | -39.7% | +454.5% | +456.8% |
| All | +877.5% | +114.8% | +762.7% | +704.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling