+1,165.4%
ALL vs SBAC
+2,207.9%
-1,042.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.2% |
| 7D | -1.9% | +1.2% | -3.2% | -2.1% |
| 30D | +13.8% | +11.2% | +2.6% | +12.2% |
| 3M | -7.0% | +4.5% | -11.4% | -7.6% |
| 6M | +18.0% | -12.2% | +30.2% | +19.6% |
| YTD | +24.2% | -0.1% | +24.3% | +23.4% |
| 1Y | +31.2% | -0.3% | +31.4% | +30.3% |
| 3Y | +107.5% | -8.7% | +116.3% | +107.2% |
| 5Y | +144.8% | -40.2% | +185.0% | +155.1% |
| 10Y | +375.8% | +97.3% | +278.4% | +331.4% |
| All | +1,165.4% | +2,207.9% | -1,042.5% | +752.0% |
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