-49.9%
ESTC vs SBAC
-40.3%
-9.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.8% |
| 7D | -11.5% | +1.2% | -12.7% | -11.9% |
| 30D | -7.5% | +11.2% | -18.7% | -11.0% |
| 3M | +23.1% | +4.5% | +18.6% | +21.2% |
| 6M | +75.3% | -12.2% | +87.4% | +81.6% |
| YTD | +14.1% | -0.1% | +14.2% | +11.0% |
| 1Y | -0.6% | -0.3% | -0.3% | -3.3% |
| 3Y | +20.8% | -8.7% | +29.5% | +14.7% |
| All | -49.9% | -40.3% | -9.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling