+7,515.3%
EW vs SBAC
+361.9%
+7,153.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +12.3% | +3.0% | +9.3% | +12.0% |
| 30D | +22.9% | +4.3% | +18.6% | +22.4% |
| 3M | +16.7% | +4.1% | +12.6% | +16.2% |
| 6M | +31.0% | -11.6% | +42.6% | +32.0% |
| YTD | +22.8% | +0.4% | +22.5% | +22.1% |
| 1Y | +25.6% | -1.1% | +26.7% | +25.0% |
| 3Y | +62.0% | -7.3% | +69.2% | +61.2% |
| 5Y | -12.8% | -40.8% | +28.0% | -10.1% |
| 10Y | +239.8% | +103.0% | +136.8% | +224.3% |
| All | +7,515.3% | +361.9% | +7,153.3% | +5,955.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling