+47.3%
CAPR vs SBAC
-7.2%
+54.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | +139.2% | +6.9% | +132.3% | +135.2% |
| 3M | -66.4% | -8.2% | -58.1% | -65.7% |
| 6M | -63.1% | -1.6% | -61.5% | -63.4% |
| YTD | -67.4% | -0.1% | -67.3% | -67.8% |
| 1Y | +58.2% | -0.5% | +58.7% | +56.1% |
| All | +47.3% | -7.2% | +54.5% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling