+64.9%
EL vs SBAC
+103.9%
-39.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | +7.6% | +3.6% | +4.0% | +6.4% |
| 30D | +15.7% | +4.9% | +10.8% | +13.8% |
| 3M | +30.5% | +6.5% | +24.1% | +27.6% |
| 6M | +32.5% | -11.1% | +43.7% | +37.0% |
| YTD | +9.4% | +0.9% | +8.5% | +7.4% |
| 1Y | +28.4% | -1.6% | +29.9% | +27.0% |
| 3Y | +4.4% | -7.0% | +11.4% | +3.1% |
| 5Y | -64.5% | -39.2% | -25.3% | -59.4% |
| 10Y | +64.9% | +111.4% | -46.5% | +38.3% |
| All | +64.9% | +103.9% | -39.0% | +38.3% |
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