-97.9%
CAPR vs SBAC
+629.6%
-727.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | +139.2% | +6.9% | +132.3% | +137.7% |
| 3M | -66.4% | -8.2% | -58.1% | -66.1% |
| 6M | -63.1% | -1.6% | -61.5% | -63.2% |
| YTD | -67.4% | -0.1% | -67.3% | -67.5% |
| 1Y | +58.2% | -0.5% | +58.7% | +57.7% |
| 3Y | +42.2% | -9.1% | +51.3% | +42.4% |
| 5Y | +87.3% | -43.8% | +131.0% | +92.4% |
| 10Y | -75.3% | +80.5% | -155.8% | -75.8% |
| All | -97.9% | +629.6% | -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