+98.2%
DE vs SBAC
-44.9%
+143.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +11.1% | +3.9% | +7.3% | +10.3% |
| 3M | +17.6% | -8.2% | +25.8% | +19.3% |
| 6M | +13.6% | -2.8% | +16.4% | +13.5% |
| YTD | +46.3% | -1.5% | +47.8% | +45.6% |
| 1Y | +44.2% | 0.0% | +44.2% | +42.9% |
| 3Y | +76.6% | -8.4% | +85.0% | +76.1% |
| 5Y | +98.2% | -43.5% | +141.8% | +104.7% |
| All | +98.2% | -44.9% | +143.2% | +104.7% |
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