+386.9%
EXEL vs SBAC
+78.4%
+308.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +10.1% | +3.9% | +6.3% | +9.1% |
| 3M | +10.1% | -8.2% | +18.3% | +11.9% |
| 6M | +37.7% | -2.8% | +40.5% | +37.0% |
| YTD | +33.1% | -1.5% | +34.6% | +31.6% |
| 1Y | +52.4% | 0.0% | +52.4% | +50.0% |
| 3Y | +163.8% | -8.4% | +172.2% | +160.8% |
| 5Y | +198.5% | -43.5% | +242.1% | +234.0% |
| 10Y | +386.9% | +86.9% | +300.0% | +616.8% |
| All | +386.9% | +78.4% | +308.5% | +616.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling