+52.4%
EXEL vs SBAC
+0.1%
+52.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +10.1% | +3.9% | +6.3% | +10.1% |
| 3M | +10.1% | -8.2% | +18.3% | +10.4% |
| 6M | +37.7% | -2.8% | +40.5% | +38.6% |
| YTD | +33.1% | -1.5% | +34.6% | +35.3% |
| 1Y | +52.4% | 0.0% | +52.4% | +53.1% |
| All | +52.4% | +0.1% | +52.3% | +53.1% |
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