+59.2%
EWT vs SBAC
-2.9%
+62.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.2% |
| 7D | +9.1% | +0.6% | +8.5% | +9.2% |
| 30D | -12.2% | +5.5% | -17.7% | -11.8% |
| 3M | -9.4% | +3.1% | -12.5% | -9.2% |
| 6M | +2.7% | -7.0% | +9.7% | +3.2% |
| YTD | +53.3% | +0.5% | +52.8% | +56.4% |
| 1Y | +59.2% | +0.2% | +58.9% | +62.6% |
| All | +59.2% | -2.9% | +62.1% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling