+82.1%
EWT vs SBAC
-2.7%
+84.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.7% |
| 7D | -1.1% | -5.3% | +4.2% | -1.4% |
| 30D | +4.8% | +0.4% | +4.4% | +4.8% |
| 3M | +11.1% | -11.9% | +23.0% | +11.3% |
| 6M | +54.6% | -4.5% | +59.1% | +56.1% |
| YTD | +71.4% | -4.3% | +75.8% | +73.3% |
| 1Y | +82.1% | -3.9% | +86.0% | +87.6% |
| All | +82.1% | -2.7% | +84.8% | +87.6% |
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