+1,800.9%
ECL vs SBAC
+2,207.9%
-407.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | +8.1% | +11.2% | -3.1% | +6.8% |
| 3M | +6.4% | +4.5% | +1.9% | +5.7% |
| 6M | +14.8% | -12.2% | +26.9% | +16.1% |
| YTD | +15.5% | -0.1% | +15.6% | +14.7% |
| 1Y | +20.1% | -0.3% | +20.4% | +19.4% |
| 3Y | +77.8% | -8.7% | +86.5% | +77.6% |
| 5Y | +37.9% | -40.2% | +78.0% | +43.8% |
| 10Y | +202.7% | +97.3% | +105.3% | +181.6% |
| All | +1,800.9% | +2,207.9% | -407.0% | +1,326.7% |
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 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