+91.9%
EMR vs SBAC
-40.7%
+132.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +2.1% | +3.0% | -0.8% | +1.7% |
| 30D | +4.8% | +4.3% | +0.4% | +4.1% |
| 3M | +7.5% | +4.1% | +3.3% | +6.7% |
| 6M | +20.9% | -11.6% | +32.5% | +23.0% |
| YTD | +29.2% | +0.4% | +28.8% | +28.0% |
| 1Y | +33.0% | -1.1% | +34.1% | +32.2% |
| 3Y | +109.8% | -7.3% | +117.0% | +106.7% |
| 5Y | +91.9% | -40.8% | +132.7% | +106.5% |
| All | +91.9% | -40.7% | +132.6% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling