+77.8%
ECL vs SBAC
-10.4%
+88.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | +8.1% | +11.2% | -3.1% | +6.2% |
| 3M | +6.4% | +4.5% | +1.9% | +5.5% |
| 6M | +14.8% | -12.2% | +26.9% | +16.8% |
| YTD | +15.5% | -0.1% | +15.6% | +15.2% |
| 1Y | +20.1% | -0.3% | +20.4% | +19.8% |
| 3Y | +77.8% | -8.7% | +86.5% | +80.3% |
| All | +77.8% | -10.4% | +88.1% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling