+1,236.8%
EWY vs SBAC
+372.7%
+864.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +11.7% | +6.9% | +4.7% | +10.3% |
| 3M | -7.4% | -8.2% | +0.8% | -6.6% |
| 6M | +40.6% | -1.6% | +42.2% | +39.3% |
| YTD | +94.3% | -0.1% | +94.4% | +91.7% |
| 1Y | +164.3% | -0.5% | +164.7% | +160.8% |
| 3Y | +221.0% | -9.1% | +230.0% | +218.4% |
| 5Y | +139.1% | -43.8% | +182.9% | +155.7% |
| 10Y | +298.8% | +80.5% | +218.3% | +245.7% |
| All | +1,236.8% | +372.7% | +864.1% | +740.5% |
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