+193.4%
B vs SBAC
+76.8%
+116.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +1.4% | +3.2% | -1.9% | +0.6% |
| 3M | +12.2% | -5.1% | +17.2% | +13.2% |
| 6M | -2.1% | -2.1% | 0.0% | -2.6% |
| YTD | +2.9% | -0.5% | +3.5% | +1.7% |
| 1Y | +55.3% | +1.1% | +54.2% | +52.7% |
| 3Y | +198.7% | -7.4% | +206.1% | +198.0% |
| 5Y | +153.8% | -44.3% | +198.1% | +182.9% |
| 10Y | +193.4% | +77.6% | +115.9% | +168.9% |
| All | +193.4% | +76.8% | +116.6% | +168.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling