+199.2%
EWT vs SBAC
-7.8%
+207.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +8.2% | +3.2% | +5.0% | +8.1% |
| 3M | +11.1% | -5.1% | +16.1% | +11.5% |
| 6M | +60.4% | -2.1% | +62.5% | +60.8% |
| YTD | +75.6% | -0.5% | +76.1% | +75.5% |
| 1Y | +91.3% | +1.1% | +90.2% | +91.0% |
| All | +199.2% | -7.8% | +207.0% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling