+105.5%
B vs SBAC
-39.6%
+145.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -7.3% | +0.6% | -7.9% | -7.5% |
| 30D | -3.3% | +5.5% | -8.8% | -4.8% |
| 3M | -7.8% | +3.1% | -10.8% | -8.6% |
| 6M | -15.5% | -7.0% | -8.5% | -14.5% |
| YTD | -12.3% | +0.5% | -12.8% | -13.6% |
| 1Y | +5.4% | +0.2% | +5.1% | +3.7% |
| 3Y | +165.5% | -7.4% | +172.9% | +165.6% |
| All | +105.5% | -39.6% | +145.2% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling