+18.2%
EME vs SBAC
-2.7%
+20.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -1.2% |
| 7D | +0.9% | -5.3% | +6.2% | +0.2% |
| 30D | -8.4% | +0.4% | -8.8% | -8.3% |
| 3M | -3.6% | -11.9% | +8.3% | -3.2% |
| 6M | +3.6% | -4.5% | +8.0% | +4.7% |
| YTD | +22.5% | -4.3% | +26.9% | +25.1% |
| 1Y | +18.2% | -3.9% | +22.1% | +22.8% |
| All | +18.2% | -2.7% | +20.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling