-23.1%
EXE vs SBAC
-2.9%
-20.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +5.3% | +0.6% | +4.7% | +5.3% |
| 30D | -2.2% | +5.5% | -7.7% | -2.2% |
| 3M | -5.9% | +3.1% | -9.0% | -6.0% |
| 6M | -5.7% | -7.0% | +1.3% | -6.2% |
| YTD | -17.8% | +0.5% | -18.3% | -16.0% |
| 1Y | -23.1% | +0.2% | -23.4% | -21.6% |
| All | -23.1% | -2.9% | -20.2% | -21.6% |
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