+161.3%
ET vs SBAC
+109.8%
+51.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +1.8% | -2.8% | +4.6% | +2.1% |
| 30D | -3.0% | +3.1% | -6.1% | -3.4% |
| 3M | -4.7% | +5.1% | -9.8% | -5.5% |
| 6M | +2.7% | -11.4% | +14.1% | +4.0% |
| YTD | +26.5% | +0.2% | +26.3% | +25.4% |
| 1Y | +25.0% | -3.9% | +28.9% | +24.6% |
| 3Y | +85.4% | -7.7% | +93.0% | +83.3% |
| 5Y | +215.5% | -39.7% | +255.2% | +234.6% |
| 10Y | +161.3% | +111.9% | +49.4% | +107.6% |
| All | +161.3% | +109.8% | +51.5% | +107.6% |
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