+962.5%
CI vs SBAC
+2,208.1%
-1,245.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +4.4% | +6.9% | -2.5% | +3.6% |
| 3M | +0.7% | -8.2% | +8.9% | +1.5% |
| 6M | +0.3% | -1.6% | +2.0% | +0.1% |
| YTD | +3.8% | -0.1% | +3.9% | +3.3% |
| 1Y | -5.5% | -0.5% | -5.0% | -6.0% |
| 3Y | +8.1% | -9.1% | +17.2% | +8.0% |
| 5Y | +42.8% | -43.8% | +86.6% | +49.6% |
| 10Y | +143.9% | +80.5% | +63.4% | +125.6% |
| All | +962.5% | +2,208.1% | -1,245.6% | +642.4% |
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