+49.9%
EWJ vs SBAC
-44.9%
+94.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +1.0% | +3.9% | -2.9% | +0.5% |
| 3M | +7.2% | -8.2% | +15.4% | +8.4% |
| 6M | +13.9% | -2.8% | +16.7% | +13.8% |
| YTD | +20.8% | -1.5% | +22.3% | +20.3% |
| 1Y | +26.4% | 0.0% | +26.4% | +25.4% |
| 3Y | +71.8% | -8.4% | +80.1% | +70.6% |
| 5Y | +49.9% | -43.5% | +93.4% | +61.5% |
| All | +49.9% | -44.9% | +94.8% | +61.5% |
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 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