-29.9%
COMP vs SBAC
-43.7%
+13.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.9% |
| 30D | -13.3% | +6.9% | -20.2% | -17.1% |
| 3M | +41.1% | -8.2% | +49.3% | +47.4% |
| 6M | +17.2% | -1.6% | +18.8% | +13.8% |
| YTD | +5.2% | -0.1% | +5.3% | -1.1% |
| 1Y | +18.9% | -0.5% | +19.4% | +11.8% |
| 3Y | +215.9% | -9.1% | +225.0% | +206.3% |
| All | -29.9% | -43.7% | +13.8% | -0.4% |
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 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