+29.0%
ALL vs SBAC
-0.2%
+29.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -4.7% | +3.2% | -7.9% | -5.0% |
| 3M | +18.4% | -5.1% | +23.4% | +18.5% |
| 6M | +20.5% | -2.1% | +22.6% | +19.5% |
| YTD | +23.5% | -0.5% | +24.1% | +23.8% |
| 1Y | +29.0% | +1.1% | +27.9% | +29.6% |
| All | +29.0% | -0.2% | +29.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling