+22.5%
ETR vs SBAC
-2.7%
+25.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.9% |
| 7D | -1.9% | -5.3% | +3.4% | -1.2% |
| 30D | -0.2% | +0.4% | -0.6% | -0.3% |
| 3M | -3.7% | -11.9% | +8.2% | -1.6% |
| 6M | +2.1% | -4.5% | +6.6% | +4.1% |
| YTD | +16.5% | -4.3% | +20.8% | +18.9% |
| 1Y | +22.5% | -3.9% | +26.4% | +25.6% |
| All | +22.5% | -2.7% | +25.2% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling