+266.6%
EW vs SBAC
+111.6%
+154.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +4.9% | -2.7% | +7.7% | +5.9% |
| 30D | +24.1% | +3.3% | +20.8% | +22.6% |
| 3M | +13.7% | +3.3% | +10.4% | +12.0% |
| 6M | +32.7% | -10.9% | +43.6% | +36.5% |
| YTD | +24.1% | -1.0% | +25.1% | +21.4% |
| 1Y | +23.6% | -4.5% | +28.1% | +22.4% |
| 3Y | +64.8% | -8.7% | +73.5% | +60.4% |
| 5Y | -8.8% | -40.6% | +31.8% | +6.6% |
| All | +266.6% | +111.6% | +154.9% | +220.8% |
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