+12.5%
A vs SBAC
-40.3%
+52.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | +3.4% | +11.2% | -7.8% | +0.1% |
| 3M | +23.8% | +4.5% | +19.4% | +21.8% |
| 6M | +49.0% | -12.2% | +61.2% | +53.8% |
| YTD | +29.4% | -0.1% | +29.5% | +26.9% |
| 1Y | +19.4% | -0.3% | +19.6% | +17.0% |
| 3Y | +66.2% | -8.7% | +74.9% | +63.9% |
| All | +12.5% | -40.3% | +52.9% | +37.6% |
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