+103.6%
EXE vs SBAC
-43.9%
+147.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +6.4% | +3.2% | +3.2% | +5.8% |
| 3M | +9.2% | -5.1% | +14.3% | +10.0% |
| 6M | -7.0% | -2.1% | -4.9% | -7.0% |
| YTD | -9.5% | -0.5% | -8.9% | -10.0% |
| 1Y | +6.2% | +1.1% | +5.1% | +5.2% |
| 3Y | +20.7% | -7.4% | +28.2% | +19.3% |
| 5Y | +103.6% | -44.3% | +148.0% | +121.7% |
| All | +103.6% | -43.9% | +147.6% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling