+1,803.9%
ETR vs SBAC
+2,188.2%
-384.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.7% |
| 30D | +6.6% | +3.3% | +3.3% | +6.3% |
| 3M | +4.4% | +3.3% | +1.1% | +4.1% |
| 6M | -0.3% | -10.9% | +10.7% | +0.5% |
| YTD | +23.3% | -1.0% | +24.3% | +22.9% |
| 1Y | +18.9% | -4.5% | +23.3% | +18.8% |
| 3Y | +155.5% | -8.7% | +164.2% | +155.6% |
| 5Y | +159.9% | -40.6% | +200.5% | +168.3% |
| 10Y | +377.6% | +109.4% | +268.2% | +356.0% |
| All | +1,803.9% | +2,188.2% | -384.3% | +1,322.1% |
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 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