+47.0%
EWJ vs SBAC
-40.9%
+87.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.6% | -2.7% | +6.4% | +4.0% |
| 30D | -6.0% | +3.3% | -9.3% | -6.5% |
| 3M | -6.5% | +3.3% | -9.8% | -7.0% |
| 6M | -0.1% | -10.9% | +10.8% | +1.3% |
| YTD | +13.9% | -1.0% | +14.9% | +13.2% |
| 1Y | +13.1% | -4.5% | +17.6% | +13.1% |
| 3Y | +65.0% | -8.7% | +73.8% | +64.0% |
| 5Y | +47.0% | -40.6% | +87.6% | +58.0% |
| All | +47.0% | -40.9% | +87.9% | +58.0% |
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