-4.2%
ESTC vs SBAC
-0.2%
-4.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +17.7% | +3.2% | +14.5% | +17.6% |
| 3M | +42.3% | -5.1% | +47.3% | +41.0% |
| 6M | +64.6% | -2.1% | +66.7% | +56.9% |
| YTD | +17.2% | -0.5% | +17.7% | +12.5% |
| 1Y | -4.2% | +1.1% | -5.3% | -7.2% |
| All | -4.2% | -0.2% | -4.0% | -7.2% |
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