+347.0%
EWZ vs SBAC
+306.9%
+40.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 6M | -16.1% | -11.5% | -4.6% | -14.7% |
| YTD | +1.0% | -1.6% | +2.6% | +0.1% |
| 1Y | 0.0% | -5.1% | +5.1% | -0.2% |
| 3Y | +16.8% | -9.3% | +26.2% | +16.4% |
| 5Y | +52.1% | -41.0% | +93.1% | +61.8% |
| 10Y | +63.6% | +108.0% | -44.4% | +40.0% |
| All | +347.0% | +306.9% | +40.1% | +227.3% |
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