+74.2%
AR vs SBAC
-40.3%
+114.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -14.3% | +1.2% | -15.5% | -14.5% |
| 30D | +1.4% | +11.2% | -9.7% | -0.9% |
| 3M | +3.4% | +4.5% | -1.1% | +2.2% |
| 6M | -2.1% | -12.2% | +10.1% | +0.1% |
| YTD | +4.7% | -0.1% | +4.8% | +3.4% |
| 1Y | +10.6% | -0.3% | +10.8% | +9.2% |
| 3Y | +24.6% | -8.7% | +33.3% | +22.6% |
| All | +74.2% | -40.3% | +114.6% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling