+6,781.2%
CME vs SBAC
+37,931.8%
-31,150.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +6.2% | +6.9% | -0.7% | +4.2% |
| 3M | +10.4% | -8.2% | +18.7% | +12.9% |
| 6M | -9.5% | -1.6% | -7.9% | -10.1% |
| YTD | +6.0% | -0.1% | +6.1% | +4.7% |
| 1Y | +9.3% | -0.5% | +9.7% | +7.8% |
| 3Y | +57.7% | -9.1% | +66.7% | +56.3% |
| 5Y | +77.7% | -43.8% | +121.5% | +98.5% |
| 10Y | +281.2% | +80.5% | +200.7% | +198.1% |
| All | +6,781.2% | +37,931.8% | -31,150.6% | +2,467.3% |
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