+39.4%
ESI vs SBAC
-40.1%
+79.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -6.6% | +3.6% | -10.3% | -7.3% |
| 30D | -9.8% | +4.9% | -14.7% | -10.8% |
| 3M | -11.9% | +6.5% | -18.4% | -13.3% |
| 6M | -25.1% | -11.1% | -14.0% | -23.4% |
| YTD | +31.9% | +0.9% | +31.0% | +29.3% |
| 1Y | +19.2% | -1.6% | +20.7% | +17.8% |
| 3Y | +76.2% | -7.0% | +83.1% | +72.4% |
| 5Y | +39.4% | -39.2% | +78.6% | +55.2% |
| All | +39.4% | -40.1% | +79.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling