+47.2%
CAPR vs SBAC
+2.4%
+44.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.4% | +7.1% |
| 7D | +43.2% | +5.8% | +37.4% | +41.5% |
| 30D | +14.7% | +20.8% | -6.1% | +10.6% |
| 3M | +113.9% | +4.8% | +109.2% | +112.9% |
| 6M | -73.4% | -9.1% | -64.2% | -72.8% |
| YTD | -69.1% | +3.1% | -72.2% | -67.2% |
| 1Y | +47.2% | +2.2% | +45.0% | +71.0% |
| All | +47.2% | +2.4% | +44.8% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling