+52.1%
EWZ vs SBAC
-41.3%
+93.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | +0.1% | -3.4% | +3.4% | +0.7% |
| 30D | -25.9% | +2.6% | -28.5% | -26.3% |
| 3M | -6.1% | +2.6% | -8.8% | -6.9% |
| 6M | -16.1% | -11.5% | -4.6% | -14.6% |
| YTD | +1.0% | -1.6% | +2.6% | +0.2% |
| 1Y | 0.0% | -5.1% | +5.1% | 0.0% |
| 3Y | +16.8% | -9.3% | +26.2% | +16.6% |
| 5Y | +52.1% | -41.0% | +93.1% | +72.9% |
| All | +52.1% | -41.3% | +93.4% | +72.9% |
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 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