+66.5%
EWZ vs SBAC
+114.8%
-48.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +0.8% | +0.6% | +0.1% | +0.6% |
| 30D | -24.4% | +5.5% | -29.8% | -25.7% |
| 3M | -4.6% | +3.1% | -7.7% | -5.8% |
| 6M | -11.6% | -7.0% | -4.5% | -10.4% |
| YTD | +2.4% | +0.5% | +1.9% | +0.1% |
| 1Y | +2.1% | +0.2% | +1.9% | -0.2% |
| 3Y | +18.7% | -7.4% | +26.1% | +16.5% |
| 5Y | +54.2% | -39.7% | +93.9% | +74.7% |
| All | +66.5% | +114.8% | -48.3% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling