+109.8%
EMR vs SBAC
-8.2%
+117.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | +2.1% | +3.0% | -0.8% | +2.0% |
| 30D | +4.8% | +4.3% | +0.4% | +4.6% |
| 3M | +7.5% | +4.1% | +3.3% | +7.3% |
| 6M | +20.9% | -11.6% | +32.5% | +22.1% |
| YTD | +29.2% | +0.4% | +28.8% | +29.2% |
| 1Y | +33.0% | -1.1% | +34.1% | +33.2% |
| 3Y | +109.8% | -7.3% | +117.0% | +110.9% |
| All | +109.8% | -8.2% | +117.9% | +110.9% |
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