-44.8%
COMP vs SBAC
-26.6%
-18.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +47.2% |
| 6M | +17.2% | -1.6% | +18.8% | +13.9% |
| YTD | +5.2% | -0.1% | +5.3% | -0.9% |
| 1Y | +18.9% | -0.5% | +19.4% | +12.0% |
| 3Y | +215.9% | -9.1% | +225.0% | +207.2% |
| 5Y | -31.2% | -43.8% | +12.6% | +1.8% |
| All | -44.8% | -26.6% | -18.2% | -26.2% |
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