-98.0%
CAPR vs SBAC
+629.5%
-727.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.5% | +4.8% |
| 7D | +41.1% | +1.2% | +39.9% | +40.9% |
| 30D | +11.1% | +11.2% | -0.1% | +10.0% |
| 3M | +115.3% | +4.5% | +110.9% | +114.3% |
| 6M | -73.8% | -12.2% | -61.7% | -73.5% |
| YTD | -68.8% | -0.1% | -68.7% | -68.9% |
| 1Y | +43.3% | -0.3% | +43.6% | +42.8% |
| 3Y | +214.7% | -8.7% | +223.4% | +215.2% |
| 5Y | +141.3% | -40.2% | +181.4% | +147.2% |
| 10Y | -67.0% | +97.3% | -164.4% | -67.9% |
| All | -98.0% | +629.5% | -727.5% | -98.3% |
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