+369.9%
ETR vs SBAC
+114.8%
+255.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +6.4% | +5.5% | +0.9% | +4.1% |
| 3M | +4.0% | +3.1% | +0.9% | +2.4% |
| 6M | -0.5% | -7.0% | +6.5% | +1.2% |
| YTD | +22.4% | +0.5% | +21.9% | +19.4% |
| 1Y | +19.9% | +0.2% | +19.6% | +16.9% |
| 3Y | +154.7% | -7.4% | +162.1% | +150.3% |
| 5Y | +158.1% | -39.7% | +197.8% | +199.4% |
| All | +369.9% | +114.8% | +255.1% | +265.8% |
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