+249.9%
B vs SBAC
+2,207.9%
-1,958.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +9.6% | +1.2% | +8.4% | +9.5% |
| 30D | +3.5% | +11.2% | -7.7% | +2.8% |
| 3M | -1.6% | +4.5% | -6.0% | -1.9% |
| 6M | -1.7% | -12.2% | +10.5% | -1.0% |
| YTD | -5.3% | -0.1% | -5.2% | -5.6% |
| 1Y | +27.2% | -0.3% | +27.5% | +26.8% |
| 3Y | +166.1% | -8.7% | +174.8% | +166.4% |
| 5Y | +136.5% | -40.2% | +176.7% | +141.8% |
| 10Y | +172.2% | +97.3% | +74.9% | +162.1% |
| All | +249.9% | +2,207.9% | -1,958.0% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling