+197.7%
ECL vs SBAC
+97.3%
+100.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.5% | +3.0% | -3.5% | -1.5% |
| 30D | +8.8% | +4.3% | +4.5% | +7.1% |
| 3M | +7.8% | +4.1% | +3.7% | +5.9% |
| 6M | +21.3% | -11.6% | +32.9% | +25.5% |
| YTD | +17.8% | +0.4% | +17.4% | +14.8% |
| 1Y | +21.1% | -1.1% | +22.2% | +18.6% |
| 3Y | +80.1% | -7.3% | +87.3% | +76.3% |
| 5Y | +40.5% | -40.8% | +81.2% | +64.8% |
| 10Y | +197.7% | +103.0% | +94.8% | +159.0% |
| All | +197.7% | +97.3% | +100.5% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling