+1,803.9%
ETR vs SBAC
+2,173.2%
-369.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +1.5% | -3.4% | +4.9% | +1.8% |
| 30D | +6.6% | +2.6% | +4.0% | +6.4% |
| 3M | +4.4% | +2.6% | +1.8% | +4.1% |
| 6M | -0.3% | -11.5% | +11.2% | +0.6% |
| YTD | +23.3% | -1.6% | +24.9% | +23.0% |
| 1Y | +18.9% | -5.1% | +24.0% | +18.9% |
| 3Y | +155.5% | -9.3% | +164.8% | +155.8% |
| 5Y | +159.9% | -41.0% | +200.9% | +168.4% |
| 10Y | +377.6% | +108.0% | +269.6% | +356.3% |
| All | +1,803.9% | +2,173.2% | -369.3% | +1,322.9% |
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