+130.7%
C vs SBAC
-43.7%
+174.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +0.1% | +6.9% | -6.9% | -0.8% |
| 3M | +2.4% | -8.2% | +10.6% | +3.5% |
| 6M | +24.9% | -1.6% | +26.6% | +24.7% |
| YTD | +19.8% | -0.1% | +19.9% | +19.0% |
| 1Y | +44.9% | -0.5% | +45.3% | +43.8% |
| 3Y | +263.0% | -9.1% | +272.0% | +258.3% |
| All | +130.7% | -43.7% | +174.3% | +142.7% |
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