+1.3%
ESTC vs SBAC
+2.4%
-1.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.3% |
| 7D | -15.9% | +5.8% | -21.7% | -16.3% |
| 30D | -5.5% | +20.8% | -26.3% | -7.1% |
| 3M | +26.2% | +4.8% | +21.5% | +25.7% |
| 6M | +77.0% | -9.1% | +86.2% | +73.2% |
| YTD | +18.9% | +3.1% | +15.8% | +13.2% |
| 1Y | +1.3% | +2.2% | -0.9% | -2.7% |
| All | +1.3% | +2.4% | -1.1% | -2.7% |
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 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