+277.4%
EMR vs SBAC
+78.4%
+199.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -5.0% | +3.9% | -8.8% | -5.8% |
| 3M | +5.9% | -8.2% | +14.1% | +7.6% |
| 6M | +7.3% | -2.8% | +10.1% | +6.8% |
| YTD | +14.6% | -1.5% | +16.1% | +13.4% |
| 1Y | +15.6% | 0.0% | +15.6% | +13.9% |
| 3Y | +60.2% | -8.4% | +68.6% | +57.4% |
| 5Y | +65.8% | -43.5% | +109.4% | +85.8% |
| 10Y | +277.4% | +86.9% | +190.5% | +246.1% |
| All | +277.4% | +78.4% | +199.0% | +246.1% |
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