+502.6%
EWT vs SBAC
+83.0%
+419.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.0% |
| 7D | -1.1% | -5.3% | +4.2% | -0.1% |
| 30D | +4.8% | +0.4% | +4.4% | +4.7% |
| 3M | +11.1% | -11.9% | +23.0% | +13.4% |
| 6M | +54.6% | -4.5% | +59.1% | +54.3% |
| YTD | +71.4% | -4.3% | +75.8% | +70.7% |
| 1Y | +82.1% | -3.9% | +86.0% | +81.0% |
| 3Y | +193.2% | -11.0% | +204.2% | +190.9% |
| 5Y | +146.1% | -44.1% | +190.2% | +170.8% |
| All | +502.6% | +83.0% | +419.6% | +386.5% |
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 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