+15.7%
ED vs SBAC
-0.2%
+15.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +1.1% | +3.2% | -2.1% | +0.6% |
| 3M | +4.6% | -5.1% | +9.7% | +5.2% |
| 6M | -2.0% | -2.1% | +0.1% | -1.2% |
| YTD | +11.7% | -0.5% | +12.2% | +12.3% |
| 1Y | +15.7% | +1.1% | +14.6% | +15.6% |
| All | +15.7% | -0.2% | +15.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling