+112.4%
C vs SBAC
-40.9%
+153.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +4.7% | -2.7% | +7.5% | +5.1% |
| 30D | +0.2% | +3.3% | -3.1% | -0.3% |
| 3M | -9.3% | +3.3% | -12.6% | -9.8% |
| 6M | -0.8% | -10.9% | +10.1% | +0.5% |
| YTD | +8.5% | -1.0% | +9.5% | +7.7% |
| 1Y | +23.1% | -4.5% | +27.6% | +23.0% |
| 3Y | +220.8% | -8.7% | +229.5% | +215.9% |
| 5Y | +112.4% | -40.6% | +153.0% | +124.1% |
| All | +112.4% | -40.9% | +153.3% | +124.1% |
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