+1,309.2%
ET vs SBAC
+922.8%
+386.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -4.4% | +3.0% | -7.4% | -5.4% |
| 30D | -4.8% | +4.3% | -9.1% | -6.3% |
| 3M | -3.4% | +4.1% | -7.6% | -5.3% |
| 6M | +2.2% | -11.6% | +13.8% | +5.0% |
| YTD | +24.2% | +0.4% | +23.8% | +20.9% |
| 1Y | +24.5% | -1.1% | +25.6% | +21.7% |
| 3Y | +83.6% | -7.3% | +90.9% | +77.7% |
| 5Y | +203.4% | -40.8% | +244.1% | +234.6% |
| 10Y | +166.5% | +103.0% | +63.6% | +67.3% |
| All | +1,309.2% | +922.8% | +386.4% | +368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling