+18.9%
COMP vs SBAC
-3.2%
+22.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -13.3% | +6.9% | -20.2% | -13.3% |
| 3M | +41.1% | -8.2% | +49.3% | +42.2% |
| 6M | +17.2% | -1.6% | +18.8% | +18.1% |
| YTD | +5.2% | -0.1% | +5.3% | +7.8% |
| 1Y | +18.9% | -0.5% | +19.4% | +21.0% |
| All | +18.9% | -3.2% | +22.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling