-30.2%
EL vs SBAC
-9.5%
-20.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +15.5% | +3.2% | +12.3% | +14.6% |
| 3M | +20.6% | -5.1% | +25.6% | +21.7% |
| 6M | +10.5% | -2.1% | +12.6% | +10.5% |
| YTD | -1.9% | -0.5% | -1.4% | -2.4% |
| 1Y | +16.1% | +1.1% | +15.0% | +14.9% |
| 3Y | -30.2% | -7.4% | -22.8% | -29.6% |
| All | -30.2% | -9.5% | -20.7% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling