+23.1%
ED vs SBAC
-4.7%
+27.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -1.7% | -2.7% | +1.0% | -1.3% |
| 30D | +10.7% | +3.3% | +7.4% | +10.1% |
| 3M | +11.6% | +3.3% | +8.4% | +11.0% |
| 6M | +13.5% | -10.9% | +24.4% | +14.7% |
| YTD | +23.1% | -1.0% | +24.1% | +23.8% |
| 1Y | +23.1% | -4.5% | +27.6% | +24.4% |
| All | +23.1% | -4.7% | +27.7% | +24.4% |
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