+8.4%
ESTC vs SBAC
-3.2%
+11.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.4% |
| 7D | -8.1% | -0.8% | -7.3% | -8.1% |
| 30D | +31.7% | +6.9% | +24.8% | +31.7% |
| 3M | +41.1% | -8.2% | +49.3% | +39.2% |
| 6M | +77.1% | -1.6% | +78.7% | +68.5% |
| YTD | +21.7% | -0.1% | +21.8% | +16.6% |
| 1Y | +8.4% | -0.5% | +8.8% | +4.4% |
| All | +8.4% | -3.2% | +11.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling