+62.1%
EMR vs SBAC
-9.5%
+71.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +3.1% | -0.1% | +3.1% | +3.1% |
| 30D | -3.5% | +3.2% | -6.8% | -3.7% |
| 3M | +9.8% | -5.1% | +14.8% | +10.3% |
| 6M | +10.8% | -2.1% | +12.9% | +11.1% |
| YTD | +15.9% | -0.5% | +16.4% | +15.9% |
| 1Y | +16.4% | +1.1% | +15.3% | +16.2% |
| 3Y | +62.1% | -7.4% | +69.5% | +59.7% |
| All | +62.1% | -9.5% | +71.6% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling