+860.9%
ES vs SBAC
+2,208.1%
-1,347.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -2.0% | +6.9% | -8.9% | -2.6% |
| 3M | +1.7% | -8.2% | +9.9% | +2.4% |
| 6M | -3.5% | -1.6% | -1.9% | -3.7% |
| YTD | +7.9% | -0.1% | +8.0% | +7.5% |
| 1Y | +17.2% | -0.5% | +17.6% | +16.7% |
| 3Y | +29.3% | -9.1% | +38.4% | +29.7% |
| 5Y | -5.7% | -43.8% | +38.0% | -1.6% |
| 10Y | +85.2% | +80.5% | +4.7% | +77.9% |
| All | +860.9% | +2,208.1% | -1,347.3% | +618.7% |
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