+2.8%
AVGO vs SBAC
-2.9%
+5.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.3% | -4.6% |
| 7D | +18.2% | +0.6% | +17.5% | +18.3% |
| 30D | +0.2% | +5.5% | -5.3% | +1.1% |
| 3M | -16.8% | +3.1% | -19.9% | -16.7% |
| 6M | -16.5% | -7.0% | -9.4% | -16.9% |
| YTD | +0.8% | +0.5% | +0.3% | +1.2% |
| 1Y | +2.8% | +0.2% | +2.6% | +3.6% |
| All | +2.8% | -2.9% | +5.8% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling