+238.2%
ET vs SBAC
-43.9%
+282.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +6.9% | +3.2% | +3.6% | +6.5% |
| 3M | +13.1% | -5.1% | +18.1% | +13.6% |
| 6M | +18.7% | -2.1% | +20.8% | +18.6% |
| YTD | +37.4% | -0.5% | +38.0% | +36.9% |
| 1Y | +34.8% | +1.1% | +33.7% | +33.9% |
| 3Y | +96.8% | -7.4% | +104.2% | +94.7% |
| 5Y | +238.2% | -44.3% | +282.6% | +262.6% |
| All | +238.2% | -43.9% | +282.2% | +262.6% |
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 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