+32.8%
ES vs SBAC
-8.8%
+41.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -2.0% | +6.9% | -8.9% | -4.0% |
| 3M | +1.7% | -8.2% | +9.9% | +4.2% |
| 6M | -3.5% | -1.6% | -1.9% | -3.7% |
| YTD | +7.9% | -0.1% | +8.0% | +6.8% |
| 1Y | +17.2% | -0.5% | +17.6% | +16.0% |
| All | +32.8% | -8.8% | +41.7% | +32.0% |
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 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