+20.7%
EXE vs SBAC
-9.5%
+30.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +6.4% | +3.2% | +3.2% | +6.2% |
| 3M | +9.2% | -5.1% | +14.3% | +9.5% |
| 6M | -7.0% | -2.1% | -4.9% | -6.5% |
| YTD | -9.5% | -0.5% | -8.9% | -9.1% |
| 1Y | +6.2% | +1.1% | +5.1% | +6.4% |
| 3Y | +20.7% | -7.4% | +28.2% | +21.2% |
| All | +20.7% | -9.5% | +30.3% | +21.2% |
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