+207.0%
ESI vs SBAC
+143.0%
+63.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +1.8% | -2.8% | +4.6% | +2.7% |
| 30D | -6.6% | +3.1% | -9.7% | -7.9% |
| 3M | -9.4% | +5.1% | -14.5% | -11.4% |
| 6M | -24.1% | -11.4% | -12.7% | -22.2% |
| YTD | +37.1% | +0.2% | +36.9% | +32.7% |
| 1Y | +24.5% | -3.9% | +28.5% | +22.4% |
| 3Y | +83.2% | -7.7% | +90.8% | +77.3% |
| 5Y | +44.0% | -39.7% | +83.7% | +63.0% |
| 10Y | +332.8% | +111.9% | +220.9% | +117.8% |
| All | +207.0% | +143.0% | +63.9% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling