+452.3%
EWT vs SBAC
+114.8%
+337.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +9.1% | +0.6% | +8.5% | +9.0% |
| 30D | -12.2% | +5.5% | -17.7% | -13.1% |
| 3M | -9.4% | +3.1% | -12.5% | -10.1% |
| 6M | +2.7% | -7.0% | +9.7% | +3.4% |
| YTD | +53.3% | +0.5% | +52.8% | +51.0% |
| 1Y | +59.2% | +0.2% | +58.9% | +56.9% |
| 3Y | +157.1% | -7.4% | +164.4% | +153.5% |
| 5Y | +119.6% | -39.7% | +159.3% | +137.2% |
| All | +452.3% | +114.8% | +337.5% | +370.7% |
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 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