-67.4%
EL vs SBAC
-43.9%
-23.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.3% |
| 3M | +20.6% | -5.1% | +25.6% | +22.2% |
| 6M | +10.5% | -2.1% | +12.6% | +9.9% |
| YTD | -1.9% | -0.5% | -1.4% | -2.9% |
| 1Y | +16.1% | +1.1% | +15.0% | +13.9% |
| 3Y | -30.2% | -7.4% | -22.8% | -31.1% |
| 5Y | -67.4% | -44.3% | -23.1% | -59.9% |
| All | -67.4% | -43.9% | -23.4% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling