+291.6%
ETR vs SBAC
+83.0%
+208.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.3% |
| 7D | -1.9% | -5.3% | +3.4% | +0.1% |
| 30D | -0.2% | +0.4% | -0.6% | -0.4% |
| 3M | -3.7% | -11.9% | +8.2% | +0.4% |
| 6M | +2.1% | -4.5% | +6.6% | +2.0% |
| YTD | +16.5% | -4.3% | +20.8% | +16.0% |
| 1Y | +22.5% | -3.9% | +26.4% | +21.6% |
| 3Y | +144.7% | -11.0% | +155.7% | +143.7% |
| 5Y | +125.2% | -44.1% | +169.3% | +170.0% |
| All | +291.6% | +83.0% | +208.5% | +207.7% |
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