+63.7%
EL vs SBAC
+114.8%
-51.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +10.0% | +5.5% | +4.5% | +8.0% |
| 3M | +28.4% | +3.1% | +25.3% | +27.0% |
| 6M | +37.1% | -7.0% | +44.1% | +39.5% |
| YTD | +7.8% | +0.5% | +7.3% | +6.0% |
| 1Y | +26.0% | +0.2% | +25.8% | +23.9% |
| 3Y | +3.8% | -7.4% | +11.2% | +2.6% |
| 5Y | -65.2% | -39.7% | -25.5% | -60.1% |
| All | +63.7% | +114.8% | -51.1% | +37.0% |
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