+85.6%
ES vs SBAC
+97.3%
-11.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.1% | +3.0% | -3.1% | -1.3% |
| 30D | +5.7% | +4.3% | +1.4% | +3.7% |
| 3M | -2.8% | +4.1% | -6.9% | -4.9% |
| 6M | +7.0% | -11.6% | +18.6% | +11.5% |
| YTD | +6.8% | +0.4% | +6.4% | +3.8% |
| 1Y | -0.5% | -1.1% | +0.6% | -2.6% |
| 3Y | +47.2% | -7.3% | +54.4% | +45.7% |
| 5Y | +2.3% | -40.8% | +43.0% | +21.7% |
| 10Y | +85.6% | +103.0% | -17.3% | +42.3% |
| All | +85.6% | +97.3% | -11.6% | +42.3% |
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