+24.0%
B vs SBAC
-0.1%
+24.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.2% |
| 7D | +11.3% | +3.0% | +8.4% | +11.0% |
| 30D | +2.9% | +4.3% | -1.4% | +2.5% |
| 3M | -2.9% | +4.1% | -7.0% | -3.4% |
| 6M | -1.2% | -11.6% | +10.4% | -0.8% |
| YTD | -1.3% | +0.4% | -1.7% | -0.6% |
| All | +24.0% | -0.1% | +24.2% | +25.6% |
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