+119.1%
ALL vs SBAC
-6.5%
+125.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +5.0% | +0.6% | +4.4% | +4.9% |
| 30D | +13.3% | +5.5% | +7.9% | +12.4% |
| 3M | +3.2% | +3.1% | +0.1% | +2.6% |
| 6M | +25.3% | -7.0% | +32.4% | +26.3% |
| YTD | +30.5% | +0.5% | +30.0% | +29.4% |
| 1Y | +29.2% | +0.2% | +29.0% | +28.3% |
| 3Y | +119.1% | -7.4% | +126.5% | +119.4% |
| All | +119.1% | -6.5% | +125.6% | +119.4% |
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