+855.6%
ES vs SBAC
+2,207.9%
-1,352.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.7% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | +7.1% | +11.2% | -4.1% | +5.9% |
| 3M | -1.9% | +4.5% | -6.4% | -2.4% |
| 6M | +4.4% | -12.2% | +16.5% | +5.5% |
| YTD | +7.3% | -0.1% | +7.4% | +6.8% |
| 1Y | +2.1% | -0.3% | +2.4% | +1.7% |
| 3Y | +41.8% | -8.7% | +50.6% | +42.2% |
| 5Y | +1.4% | -40.2% | +41.6% | +5.3% |
| 10Y | +86.8% | +97.3% | -10.6% | +78.2% |
| All | +855.6% | +2,207.9% | -1,352.3% | +614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling