-19.1%
TE vs SBAC
-8.7%
-10.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -3.0% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | -7.5% | +3.9% | -11.4% | -7.3% |
| 3M | -42.0% | -8.2% | -33.8% | -41.8% |
| 6M | -31.4% | -2.8% | -28.6% | -30.8% |
| YTD | -26.5% | -1.5% | -25.0% | -26.1% |
| 1Y | +153.1% | 0.0% | +153.1% | +153.4% |
| All | -19.1% | -8.7% | -10.4% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling