-45.4%
TE vs SBAC
-44.9%
-0.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.7% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | -7.5% | +3.9% | -11.4% | -8.3% |
| 3M | -42.0% | -8.2% | -33.8% | -41.0% |
| 6M | -31.4% | -2.8% | -28.6% | -32.2% |
| YTD | -26.5% | -1.5% | -25.0% | -28.5% |
| 1Y | +153.1% | 0.0% | +153.1% | +144.1% |
| 3Y | -20.7% | -8.4% | -12.3% | -23.7% |
| 5Y | -45.4% | -43.5% | -1.9% | -27.5% |
| All | -45.4% | -44.9% | -0.5% | -27.5% |
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