+28.9%
ESTC vs SBAC
+36.8%
-7.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.7% |
| 7D | -1.2% | +3.0% | -4.2% | -2.4% |
| 30D | -8.1% | +4.3% | -12.4% | -9.8% |
| 3M | +20.2% | +4.1% | +16.0% | +18.1% |
| 6M | +72.7% | -11.6% | +84.4% | +79.7% |
| YTD | +19.6% | +0.4% | +19.3% | +15.7% |
| 1Y | +0.3% | -1.1% | +1.4% | -2.5% |
| 3Y | +22.8% | -7.3% | +30.1% | +16.2% |
| 5Y | -50.9% | -40.8% | -10.1% | -39.7% |
| All | +28.9% | +36.8% | -7.9% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling