+190.1%
EXEL vs SBAC
-43.9%
+234.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | +6.7% | +3.2% | +3.4% | +5.9% |
| 3M | +11.5% | -5.1% | +16.5% | +12.4% |
| 6M | +38.8% | -2.1% | +40.9% | +38.2% |
| YTD | +31.6% | -0.5% | +32.1% | +30.1% |
| 1Y | +53.0% | +1.1% | +51.9% | +50.5% |
| 3Y | +160.8% | -7.4% | +168.3% | +157.3% |
| 5Y | +190.1% | -44.3% | +234.4% | +230.1% |
| All | +190.1% | -43.9% | +234.0% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling