+153.2%
ECL vs SBAC
+76.8%
+76.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -2.5% | +3.2% | -5.7% | -3.6% |
| 3M | +8.3% | -5.1% | +13.4% | +9.8% |
| 6M | -1.1% | -2.1% | +1.0% | -2.1% |
| YTD | +6.5% | -0.5% | +7.0% | +4.5% |
| 1Y | +2.1% | +1.1% | +1.0% | -0.7% |
| 3Y | +57.6% | -7.4% | +65.0% | +54.4% |
| 5Y | +28.1% | -44.3% | +72.4% | +54.4% |
| 10Y | +153.2% | +77.6% | +75.7% | +119.7% |
| All | +153.2% | +76.8% | +76.4% | +119.7% |
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 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