+590.1%
EWT vs SBAC
+334.1%
+256.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +8.2% | +3.2% | +5.0% | +7.7% |
| 3M | +11.1% | -5.1% | +16.1% | +11.5% |
| 6M | +60.4% | -2.1% | +62.5% | +59.6% |
| YTD | +75.6% | -0.5% | +76.1% | +74.1% |
| 1Y | +91.3% | +1.1% | +90.2% | +89.2% |
| 3Y | +200.3% | -7.4% | +207.7% | +197.7% |
| 5Y | +156.4% | -44.3% | +200.7% | +170.3% |
| 10Y | +495.8% | +77.6% | +418.2% | +431.4% |
| All | +590.1% | +334.1% | +256.1% | +369.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling