+142.7%
EWY vs SBAC
-45.4%
+188.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.3% | -3.8% |
| 7D | +1.2% | -5.3% | +6.5% | +2.0% |
| 30D | +9.3% | +0.4% | +8.9% | +9.2% |
| 3M | +2.4% | -11.9% | +14.3% | +4.3% |
| 6M | +40.3% | -4.5% | +44.8% | +40.0% |
| YTD | +88.0% | -4.3% | +92.4% | +87.2% |
| 1Y | +143.8% | -3.9% | +147.7% | +142.3% |
| 3Y | +217.8% | -11.0% | +228.8% | +216.0% |
| 5Y | +142.7% | -44.1% | +186.8% | +171.7% |
| All | +142.7% | -45.4% | +188.1% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling