+348.4%
EXEL vs SBAC
+103.9%
+244.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.4% | +3.6% | -6.0% | -3.3% |
| 30D | +17.9% | +4.9% | +13.0% | +16.4% |
| 3M | +33.3% | +6.5% | +26.8% | +30.8% |
| 6M | +46.6% | -11.1% | +57.7% | +50.0% |
| YTD | +61.0% | +0.9% | +60.1% | +57.6% |
| 1Y | +70.4% | -1.6% | +72.0% | +68.0% |
| 3Y | +236.1% | -7.0% | +243.1% | +230.3% |
| 5Y | +284.8% | -39.2% | +324.1% | +327.4% |
| 10Y | +348.4% | +111.4% | +237.0% | +421.8% |
| All | +348.4% | +103.9% | +244.5% | +421.8% |
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