+300.1%
EXEL vs SBAC
+515.2%
-215.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +8.4% | -0.8% | +9.2% | +8.6% |
| 30D | +4.1% | +6.9% | -2.8% | +2.2% |
| 3M | +12.4% | -8.2% | +20.6% | +14.4% |
| 6M | +41.5% | -1.6% | +43.2% | +40.1% |
| YTD | +34.6% | -0.1% | +34.7% | +32.4% |
| 1Y | +57.9% | -0.5% | +58.3% | +55.3% |
| 3Y | +159.5% | -9.1% | +168.6% | +156.8% |
| 5Y | +198.5% | -43.8% | +242.3% | +229.9% |
| 10Y | +411.4% | +80.5% | +330.8% | +308.8% |
| All | +300.1% | +515.2% | -215.2% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling