+910.6%
EWY vs SBAC
+375.6%
+535.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | -10.7% | +5.5% | -16.1% | -11.6% |
| 3M | -20.1% | +3.1% | -23.1% | -20.7% |
| 6M | -24.3% | -7.0% | -17.3% | -24.1% |
| YTD | +46.9% | +0.5% | +46.4% | +44.5% |
| 1Y | +55.2% | +0.2% | +55.0% | +52.7% |
| 3Y | +157.0% | -7.4% | +164.3% | +153.8% |
| 5Y | +98.9% | -39.7% | +138.6% | +109.7% |
| 10Y | +226.3% | +112.5% | +113.8% | +174.6% |
| All | +910.6% | +375.6% | +535.0% | +533.3% |
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