-30.6%
AR vs SBAC
+168.6%
-199.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -14.3% | +1.2% | -15.5% | -14.6% |
| 30D | +1.4% | +11.2% | -9.7% | -1.2% |
| 3M | +3.4% | +4.5% | -1.1% | +2.0% |
| 6M | -2.1% | -12.2% | +10.1% | +0.3% |
| YTD | +4.7% | -0.1% | +4.8% | +3.1% |
| 1Y | +10.6% | -0.3% | +10.8% | +8.9% |
| 3Y | +24.6% | -8.7% | +33.3% | +22.8% |
| 5Y | +71.9% | -40.2% | +112.0% | +88.5% |
| 10Y | +46.4% | +97.3% | -51.0% | +9.0% |
| All | -30.6% | +168.6% | -199.2% | -45.5% |
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