+6,438.2%
EW vs SBAC
+359.7%
+6,078.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.3% | -0.8% | +0.4% | -0.3% |
| 30D | +1.0% | +6.9% | -5.9% | +0.5% |
| 3M | +2.8% | -8.2% | +11.0% | +3.4% |
| 6M | +5.5% | -1.6% | +7.1% | +5.3% |
| YTD | +5.5% | -0.1% | +5.6% | +5.0% |
| 1Y | +11.0% | -0.5% | +11.5% | +10.5% |
| 3Y | +17.7% | -9.1% | +26.8% | +17.4% |
| 5Y | -25.7% | -43.8% | +18.0% | -23.1% |
| 10Y | +132.8% | +80.5% | +52.3% | +123.8% |
| All | +6,438.2% | +359.7% | +6,078.5% | +5,105.3% |
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