+738.5%
ED vs SBAC
+2,207.9%
-1,469.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.2% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +13.3% | +11.2% | +2.1% | +12.4% |
| 3M | +9.7% | +4.5% | +5.3% | +9.3% |
| 6M | +12.8% | -12.2% | +24.9% | +13.6% |
| YTD | +22.3% | -0.1% | +22.4% | +21.9% |
| 1Y | +26.3% | -0.3% | +26.5% | +25.9% |
| 3Y | +45.0% | -8.7% | +53.8% | +45.3% |
| 5Y | +80.2% | -40.2% | +120.3% | +84.7% |
| 10Y | +129.9% | +97.3% | +32.5% | +122.4% |
| All | +738.5% | +2,207.9% | -1,469.4% | +586.1% |
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