+161.6%
EWY vs SBAC
-7.9%
+169.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.6% |
| 7D | +10.4% | -2.7% | +13.2% | +10.5% |
| 30D | -12.7% | +3.3% | -16.0% | -12.8% |
| 3M | -17.3% | +3.3% | -20.6% | -17.4% |
| 6M | -18.6% | -10.9% | -7.6% | -17.6% |
| YTD | +49.5% | -1.0% | +50.5% | +49.7% |
| 1Y | +55.0% | -4.5% | +59.4% | +56.1% |
| All | +161.6% | -7.9% | +169.6% | +164.7% |
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