-46.2%
ESTC vs SBAC
-43.7%
-2.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | -8.1% | -0.8% | -7.3% | -7.8% |
| 30D | +31.7% | +6.9% | +24.8% | +29.2% |
| 3M | +41.1% | -8.2% | +49.3% | +44.7% |
| 6M | +77.1% | -1.6% | +78.7% | +75.3% |
| YTD | +21.7% | -0.1% | +21.8% | +18.8% |
| 1Y | +8.4% | -0.5% | +8.8% | +5.7% |
| 3Y | +23.6% | -9.1% | +32.7% | +17.3% |
| All | -46.2% | -43.7% | -2.6% | -27.0% |
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