+136.7%
EWJ vs SBAC
+83.0%
+53.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.1% |
| 7D | -1.5% | -5.3% | +3.8% | -0.6% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +8.6% | -11.9% | +20.5% | +10.8% |
| 6M | +12.1% | -4.5% | +16.6% | +12.1% |
| YTD | +20.1% | -4.3% | +24.4% | +19.9% |
| 1Y | +25.2% | -3.9% | +29.1% | +24.7% |
| 3Y | +70.8% | -11.0% | +81.8% | +70.1% |
| 5Y | +49.2% | -44.1% | +93.3% | +62.6% |
| All | +136.7% | +83.0% | +53.6% | +105.8% |
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