+102.5%
EWY vs SBAC
-40.9%
+143.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | +10.4% | -2.7% | +13.2% | +10.8% |
| 30D | -12.7% | +3.3% | -16.0% | -13.2% |
| 3M | -17.3% | +3.3% | -20.6% | -17.8% |
| 6M | -18.6% | -10.9% | -7.6% | -17.3% |
| YTD | +49.5% | -1.0% | +50.5% | +48.0% |
| 1Y | +55.0% | -4.5% | +59.4% | +54.7% |
| 3Y | +159.0% | -8.7% | +167.7% | +157.2% |
| 5Y | +102.5% | -40.6% | +143.1% | +126.8% |
| All | +102.5% | -40.9% | +143.4% | +126.8% |
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