+55.0%
EWZ vs SBAC
-43.7%
+98.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | +4.8% | +6.9% | -2.1% | +3.6% |
| 3M | +9.9% | -8.2% | +18.1% | +11.4% |
| 6M | +1.9% | -1.6% | +3.6% | +1.7% |
| YTD | +20.3% | -0.1% | +20.4% | +19.4% |
| 1Y | +35.6% | -0.5% | +36.1% | +34.6% |
| 3Y | +43.4% | -9.1% | +52.5% | +43.1% |
| All | +55.0% | -43.7% | +98.7% | +74.2% |
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