+13,187.7%
EME vs SBAC
+2,199.0%
+10,988.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +5.2% | -0.1% | +5.2% | +5.2% |
| 30D | -5.4% | +3.2% | -8.6% | -5.8% |
| 3M | -6.1% | -5.1% | -1.0% | -5.8% |
| 6M | +9.7% | -2.1% | +11.8% | +9.0% |
| YTD | +26.6% | -0.5% | +27.1% | +25.3% |
| 1Y | +24.6% | +1.1% | +23.5% | +23.0% |
| 3Y | +249.6% | -7.4% | +257.0% | +244.8% |
| 5Y | +556.6% | -44.3% | +600.9% | +592.7% |
| 10Y | +1,286.6% | +77.6% | +1,209.1% | +1,122.9% |
| All | +13,187.7% | +2,199.0% | +10,988.7% | +8,636.5% |
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