+432.5%
EWZ vs SBAC
+313.2%
+119.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 6M | +1.9% | -1.6% | +3.6% | +1.4% |
| YTD | +20.3% | -0.1% | +20.4% | +19.2% |
| 1Y | +35.6% | -0.5% | +36.1% | +34.3% |
| 3Y | +43.4% | -9.1% | +52.5% | +43.0% |
| 5Y | +55.9% | -43.8% | +99.7% | +67.4% |
| 10Y | +84.2% | +80.5% | +3.6% | +61.7% |
| All | +432.5% | +313.2% | +119.4% | +289.5% |
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