+284.8%
EXEL vs SBAC
-40.1%
+324.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -2.4% | +3.6% | -6.0% | -3.1% |
| 30D | +17.9% | +4.9% | +13.0% | +16.7% |
| 3M | +33.3% | +6.5% | +26.8% | +31.3% |
| 6M | +46.6% | -11.1% | +57.7% | +49.6% |
| YTD | +61.0% | +0.9% | +60.1% | +58.6% |
| 1Y | +70.4% | -1.6% | +72.0% | +69.0% |
| 3Y | +236.1% | -7.0% | +243.1% | +231.9% |
| 5Y | +284.8% | -39.2% | +324.1% | +328.5% |
| All | +284.8% | -40.1% | +324.9% | +328.5% |
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