+36.4%
EWZ vs SBAC
-0.2%
+36.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +5.6% | -0.1% | +5.6% | +5.6% |
| 30D | +9.3% | +3.2% | +6.0% | +9.0% |
| 3M | +15.7% | -5.1% | +20.7% | +16.2% |
| 6M | +7.4% | -2.1% | +9.5% | +8.5% |
| YTD | +22.7% | -0.5% | +23.2% | +24.6% |
| 1Y | +36.4% | +1.1% | +35.3% | +38.9% |
| All | +36.4% | -0.2% | +36.6% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling