+76.2%
ESI vs SBAC
-43.9%
+120.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | -9.6% | -5.1% | -4.6% | -8.9% |
| 6M | +18.3% | -2.1% | +20.4% | +17.5% |
| YTD | +45.8% | -0.5% | +46.3% | +43.8% |
| 1Y | +39.2% | +1.1% | +38.0% | +36.3% |
| 3Y | +86.3% | -7.4% | +93.7% | +82.4% |
| 5Y | +76.2% | -44.3% | +120.5% | +95.7% |
| All | +76.2% | -43.9% | +120.2% | +95.7% |
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 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