-22.2%
C vs SBAC
+2,208.1%
-2,230.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | +0.1% | +6.9% | -6.9% | -1.3% |
| 3M | +2.4% | -8.2% | +10.6% | +3.7% |
| 6M | +24.9% | -1.6% | +26.6% | +24.1% |
| YTD | +19.8% | -0.1% | +19.9% | +18.2% |
| 1Y | +44.9% | -0.5% | +45.3% | +43.0% |
| 3Y | +263.0% | -9.1% | +272.0% | +259.0% |
| 5Y | +129.5% | -43.8% | +173.3% | +146.7% |
| 10Y | +291.6% | +80.5% | +211.1% | +230.6% |
| All | -22.2% | +2,208.1% | -2,230.4% | -57.9% |
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