+320.7%
ESI vs SBAC
+78.4%
+242.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | -3.8% | +3.9% | -7.6% | -4.7% |
| 3M | -13.1% | -8.2% | -4.9% | -11.8% |
| 6M | +11.3% | -2.8% | +14.1% | +10.4% |
| YTD | +44.1% | -1.5% | +45.6% | +42.0% |
| 1Y | +40.3% | 0.0% | +40.3% | +37.5% |
| 3Y | +84.1% | -8.4% | +92.4% | +81.1% |
| 5Y | +75.8% | -43.5% | +119.3% | +97.0% |
| 10Y | +320.7% | +86.9% | +233.8% | +305.7% |
| All | +320.7% | +78.4% | +242.4% | +305.7% |
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 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