+594.1%
EWT vs SBAC
+335.8%
+258.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.0% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | +10.3% | +6.9% | +3.4% | +9.3% |
| 3M | +6.1% | -8.2% | +14.3% | +7.0% |
| 6M | +56.6% | -1.6% | +58.3% | +55.8% |
| YTD | +76.6% | -0.1% | +76.7% | +75.0% |
| 1Y | +97.9% | -0.5% | +98.3% | +96.1% |
| 3Y | +198.0% | -9.1% | +207.0% | +196.2% |
| 5Y | +151.8% | -43.8% | +195.5% | +165.1% |
| 10Y | +514.1% | +80.5% | +433.6% | +446.6% |
| All | +594.1% | +335.8% | +258.3% | +372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling