-14.6%
EW vs SBAC
-40.3%
+25.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | +11.0% | +1.2% | +9.8% | +10.7% |
| 30D | +19.1% | +11.2% | +7.9% | +16.2% |
| 3M | +14.4% | +4.5% | +9.9% | +12.9% |
| 6M | +22.8% | -12.2% | +34.9% | +25.6% |
| YTD | +19.8% | -0.1% | +19.9% | +18.1% |
| 1Y | +23.9% | -0.3% | +24.1% | +22.0% |
| 3Y | +52.2% | -8.7% | +60.9% | +50.2% |
| All | -14.6% | -40.3% | +25.8% | +5.6% |
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