+371.9%
ALK vs SBAC
+2,208.1%
-1,836.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -19.2% | +6.9% | -26.2% | -20.1% |
| 3M | -1.5% | -8.2% | +6.7% | -0.5% |
| 6M | -13.1% | -1.6% | -11.4% | -13.4% |
| YTD | -16.4% | -0.1% | -16.3% | -17.1% |
| 1Y | -33.1% | -0.5% | -32.6% | -33.6% |
| 3Y | +0.6% | -9.1% | +9.7% | +0.3% |
| 5Y | -26.4% | -43.8% | +17.4% | -21.6% |
| 10Y | -34.2% | +80.5% | -114.7% | -41.7% |
| All | +371.9% | +2,208.1% | -1,836.2% | +157.8% |
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