+57.9%
EXEL vs SBAC
-3.2%
+61.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | +8.4% | -0.8% | +9.2% | +8.4% |
| 30D | +4.1% | +6.9% | -2.8% | +4.1% |
| 3M | +12.4% | -8.2% | +20.6% | +12.8% |
| 6M | +41.5% | -1.6% | +43.2% | +42.6% |
| YTD | +34.6% | -0.1% | +34.7% | +36.8% |
| 1Y | +57.9% | -0.5% | +58.3% | +60.9% |
| All | +57.9% | -3.2% | +61.1% | +60.9% |
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