+1,189.0%
ALL vs SBAC
+2,208.1%
-1,019.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -1.5% | +6.9% | -8.4% | -2.3% |
| 3M | +23.6% | -8.2% | +31.9% | +24.8% |
| 6M | +22.3% | -1.6% | +24.0% | +22.0% |
| YTD | +26.5% | -0.1% | +26.6% | +25.8% |
| 1Y | +27.0% | -0.5% | +27.5% | +26.3% |
| 3Y | +149.6% | -9.1% | +158.6% | +149.4% |
| 5Y | +118.1% | -43.8% | +161.9% | +129.2% |
| 10Y | +369.0% | +80.5% | +288.4% | +329.6% |
| All | +1,189.0% | +2,208.1% | -1,019.1% | +768.8% |
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