+200.4%
B vs SBAC
-8.8%
+209.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +9.4% | +6.9% | +2.5% | +7.8% |
| 3M | +5.0% | -8.2% | +13.2% | +6.8% |
| 6M | -3.5% | -1.6% | -1.9% | -3.5% |
| YTD | +4.5% | -0.1% | +4.6% | +3.7% |
| 1Y | +67.8% | -0.5% | +68.2% | +66.5% |
| All | +200.4% | -8.8% | +209.3% | +214.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling