+151.1%
ETR vs SBAC
-9.5%
+160.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +1.9% | +3.2% | -1.4% | +1.2% |
| 3M | +1.0% | -5.1% | +6.0% | +2.0% |
| 6M | +4.8% | -2.1% | +7.0% | +4.9% |
| YTD | +19.5% | -0.5% | +20.1% | +19.0% |
| 1Y | +28.1% | +1.1% | +27.0% | +26.9% |
| 3Y | +151.1% | -7.4% | +158.6% | +150.1% |
| All | +151.1% | -9.5% | +160.7% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling