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  • CIFR vs SBAC✓SelectedUSD · SBACCIFR vs SBAC performance historyLatest closeAs of+4.34%09/08
Stock and ETF performance explorer

CIFR vs SBAC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+52.1%
SBAC return
-43.9%
Excess return
+96.0%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSBACExcessAlpha
1D+4.3%-0.4%+4.7%+4.4%
7D+26.7%-0.1%+26.8%+26.8%
30D+7.7%+3.2%+4.5%+6.7%
3M-23.8%-5.1%-18.7%-23.4%
6M+35.9%-2.1%+38.0%+32.8%
YTD+25.4%-0.5%+25.9%+21.3%
1Y+139.8%+1.1%+138.6%+130.3%
3Y+515.0%-7.4%+522.4%+472.2%
5Y+52.1%-44.3%+96.4%+87.3%
All+52.1%-43.9%+96.0%+87.3%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling