+379.3%
EXEL vs SBAC
+517.1%
-137.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | +18.2% | +3.1% | +15.1% | +17.1% |
| 3M | +37.7% | +5.1% | +32.6% | +35.6% |
| 6M | +42.2% | -11.4% | +53.6% | +45.4% |
| YTD | +61.3% | +0.2% | +61.1% | +58.1% |
| 1Y | +64.5% | -3.9% | +68.4% | +62.9% |
| 3Y | +236.7% | -7.7% | +244.3% | +231.7% |
| 5Y | +296.3% | -39.7% | +336.0% | +329.3% |
| 10Y | +331.1% | +111.9% | +219.2% | +231.9% |
| All | +379.3% | +517.1% | -137.8% | +183.0% |
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