+207.7%
EWJ vs SBAC
+2,199.0%
-1,991.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +2.9% | -0.1% | +2.9% | +2.9% |
| 30D | +1.1% | +3.2% | -2.1% | +0.7% |
| 3M | +7.1% | -5.1% | +12.2% | +7.5% |
| 6M | +16.2% | -2.1% | +18.3% | +15.8% |
| YTD | +22.0% | -0.5% | +22.5% | +21.3% |
| 1Y | +26.2% | +1.1% | +25.1% | +25.2% |
| 3Y | +73.5% | -7.4% | +80.9% | +72.5% |
| 5Y | +52.7% | -44.3% | +97.0% | +59.6% |
| 10Y | +138.5% | +77.6% | +60.9% | +117.8% |
| All | +207.7% | +2,199.0% | -1,991.3% | +109.7% |
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