+570.7%
EME vs SBAC
-43.5%
+614.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +4.1% |
| 7D | +3.5% | -2.1% | +5.6% | +3.7% |
| 30D | -6.3% | +2.0% | -8.3% | -6.5% |
| 3M | -3.8% | -8.3% | +4.5% | -2.9% |
| 6M | +8.5% | +0.3% | +8.2% | +7.9% |
| YTD | +27.8% | -2.2% | +30.0% | +27.5% |
| 1Y | +22.2% | -4.6% | +26.9% | +22.3% |
| 3Y | +253.5% | -8.3% | +261.8% | +245.1% |
| All | +570.7% | -43.5% | +614.1% | +638.1% |
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