+476.0%
A vs SBAC
+1,666.1%
-1,190.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +6.9% | +6.9% | 0.0% | +5.3% |
| 3M | +9.2% | -8.2% | +17.5% | +10.9% |
| 6M | +25.7% | -1.6% | +27.3% | +24.8% |
| YTD | +11.5% | -0.1% | +11.7% | +10.1% |
| 1Y | +18.4% | -0.5% | +18.8% | +16.8% |
| 3Y | +26.6% | -9.1% | +35.7% | +25.9% |
| 5Y | -12.8% | -43.8% | +31.0% | -4.1% |
| 10Y | +247.2% | +80.5% | +166.7% | +194.0% |
| All | +476.0% | +1,666.1% | -1,190.1% | +88.4% |
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 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