+1,660.9%
ECL vs SBAC
+2,208.1%
-547.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | -2.2% | +6.9% | -9.1% | -2.9% |
| 3M | +10.1% | -8.2% | +18.3% | +11.0% |
| 6M | -5.7% | -1.6% | -4.1% | -6.0% |
| YTD | +7.0% | -0.1% | +7.1% | +6.4% |
| 1Y | +2.7% | -0.5% | +3.1% | +2.1% |
| 3Y | +57.7% | -9.1% | +66.8% | +57.7% |
| 5Y | +31.1% | -43.8% | +74.9% | +37.8% |
| 10Y | +150.9% | +80.5% | +70.3% | +135.5% |
| All | +1,660.9% | +2,208.1% | -547.2% | +1,222.8% |
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