+318.5%
ESI vs SBAC
+114.8%
+203.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +5.5% | +0.6% | +4.9% | +5.4% |
| 30D | -7.8% | +5.5% | -13.2% | -9.1% |
| 3M | -15.0% | +3.1% | -18.1% | -16.0% |
| 6M | -24.9% | -7.0% | -17.9% | -24.4% |
| YTD | +33.2% | +0.5% | +32.7% | +30.2% |
| 1Y | +24.9% | +0.2% | +24.7% | +22.2% |
| 3Y | +77.8% | -7.4% | +85.1% | +74.1% |
| 5Y | +37.1% | -39.7% | +76.8% | +50.9% |
| All | +318.5% | +114.8% | +203.7% | +332.0% |
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 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