+349.8%
EWZ vs SBAC
+313.1%
+36.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | -24.5% | +11.2% | -35.7% | -26.0% |
| 3M | -10.7% | +4.5% | -15.1% | -11.6% |
| 6M | -19.1% | -12.2% | -6.9% | -17.6% |
| YTD | +1.6% | -0.1% | +1.7% | +0.5% |
| 1Y | +4.3% | -0.3% | +4.5% | +3.2% |
| 3Y | +19.0% | -8.7% | +27.7% | +18.4% |
| 5Y | +57.7% | -40.2% | +97.8% | +67.3% |
| 10Y | +51.3% | +97.3% | -46.0% | +30.7% |
| All | +349.8% | +313.1% | +36.7% | +228.4% |
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