+32.8%
A vs SBAC
-7.2%
+39.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +6.9% | +6.9% | 0.0% | +5.8% |
| 3M | +9.2% | -8.2% | +17.5% | +10.7% |
| 6M | +25.7% | -1.6% | +27.3% | +25.6% |
| YTD | +11.5% | -0.1% | +11.7% | +10.9% |
| 1Y | +18.4% | -0.5% | +18.8% | +17.7% |
| All | +32.8% | -7.2% | +39.9% | +36.4% |
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