+290.8%
EWY vs SBAC
+83.0%
+207.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.3% | -3.5% |
| 7D | +1.2% | -5.3% | +6.5% | +2.5% |
| 30D | +9.3% | +0.4% | +8.9% | +9.2% |
| 3M | +2.4% | -11.9% | +14.3% | +5.0% |
| 6M | +40.3% | -4.5% | +44.8% | +39.5% |
| YTD | +88.0% | -4.3% | +92.4% | +86.4% |
| 1Y | +143.8% | -3.9% | +147.7% | +141.0% |
| 3Y | +217.8% | -11.0% | +228.8% | +214.3% |
| 5Y | +142.7% | -44.1% | +186.8% | +175.1% |
| All | +290.8% | +83.0% | +207.8% | +206.6% |
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 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