+86.3%
ESI vs SBAC
-9.5%
+95.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | -4.2% | +3.2% | -7.4% | -4.5% |
| 3M | -9.6% | -5.1% | -4.6% | -9.0% |
| 6M | +18.3% | -2.1% | +20.4% | +18.5% |
| YTD | +45.8% | -0.5% | +46.3% | +45.2% |
| 1Y | +39.2% | +1.1% | +38.0% | +38.0% |
| 3Y | +86.3% | -7.4% | +93.7% | +81.2% |
| All | +86.3% | -9.5% | +95.8% | +81.2% |
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