+178.5%
EXE vs SBAC
-22.8%
+201.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +8.5% | +6.9% | +1.5% | +7.3% |
| 3M | +5.5% | -8.2% | +13.7% | +6.7% |
| 6M | -5.9% | -1.6% | -4.3% | -6.0% |
| YTD | -9.7% | -0.1% | -9.6% | -10.2% |
| 1Y | +3.6% | -0.5% | +4.0% | +3.0% |
| 3Y | +18.0% | -9.1% | +27.1% | +17.5% |
| 5Y | +109.4% | -43.8% | +153.2% | +130.3% |
| All | +178.5% | -22.8% | +201.2% | +224.7% |
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 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