+280.0%
EMR vs SBAC
+103.9%
+176.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +0.7% | +3.6% | -3.0% | -0.1% |
| 30D | +3.5% | +4.9% | -1.4% | +2.3% |
| 3M | +5.9% | +6.5% | -0.5% | +4.2% |
| 6M | +19.4% | -11.1% | +30.6% | +21.9% |
| YTD | +27.7% | +0.9% | +26.7% | +25.4% |
| 1Y | +30.9% | -1.6% | +32.5% | +29.4% |
| 3Y | +104.2% | -7.0% | +111.2% | +100.0% |
| 5Y | +89.6% | -39.2% | +128.8% | +108.2% |
| 10Y | +280.0% | +111.4% | +168.6% | +229.1% |
| All | +280.0% | +103.9% | +176.1% | +229.1% |
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 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