+141.3%
ED vs SBAC
+103.9%
+37.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +2.1% | +3.6% | -1.5% | +0.9% |
| 30D | +12.4% | +4.9% | +7.5% | +10.5% |
| 3M | +13.1% | +6.5% | +6.7% | +10.4% |
| 6M | +14.1% | -11.1% | +25.2% | +17.8% |
| YTD | +23.1% | +0.9% | +22.1% | +20.2% |
| 1Y | +25.4% | -1.6% | +27.0% | +23.5% |
| 3Y | +47.9% | -7.0% | +54.8% | +46.7% |
| 5Y | +81.9% | -39.2% | +121.1% | +106.9% |
| 10Y | +141.3% | +111.4% | +29.9% | +88.2% |
| All | +141.3% | +103.9% | +37.4% | +88.2% |
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